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Tests of Non-Causality Under Markov Assumptions for Qualitative Panel Data

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  • Bouissou, M. B.
  • Laffont, J. J.
  • Vuong, Q. H.
Abstract
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  • Bouissou, M. B. & Laffont, J. J. & Vuong, Q. H., 1983. "Tests of Non-Causality Under Markov Assumptions for Qualitative Panel Data," Working Papers 501, California Institute of Technology, Division of the Humanities and Social Sciences.
    • Handle: RePEc:clt:sswopa:501
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    Cited by:

    1. Thieu, Le Quyen, 2016. "Variance targeting estimation of the BEKK-X model," MPRA Paper 75572, University Library of Munich, Germany.
    2. Hu, Yingyao & Shum, Matthew, 2012. "Nonparametric identification of dynamic models with unobserved state variables," Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
    3. Colombi, R. & Giordano, S., 2012. "Graphical models for multivariate Markov chains," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 90-103.
    4. Richard K. Moussa & Eric Delattre, 2023. "Dynamics of interactions between health and employment statuses: a panel data approach," SN Business & Economics, Springer, vol. 3(8), pages 1-26, August.
    5. Sentana, Juan, 2022. "Tests for independence between categorical variables," Economics Letters, Elsevier, vol. 220(C).
    6. Mosconi, Rocco & Seri, Raffaello, 2006. "Non-causality in bivariate binary time series," Journal of Econometrics, Elsevier, vol. 132(2), pages 379-407, June.
    7. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.

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