A Non-Parametric Approach to Spatial Causality

The purpose of this paper is to show the capacity of a new non-parametric test based on symbolic entropy and symbolic dynamics to deal with the detection of linear and non-linear spatial causality. The good performance of the new test in detecting spatial causality and causal weighting matrix is notable and gives rise to an expectation that it may form a adequate tool for constructive specification searches.

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Year of publication:	2010
Authors:	Herrera Gómez, Marcos ; Ruiz Marín, Manuel ; Mur Lacambra, Jesús ; Paelinck, Jean

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús and Paelinck, Jean (2010): A Non-Parametric Approach to Spatial Causality.
Classification:	C12 - Hypothesis Testing ; C21 - Cross-Sectional Models; Spatial Models ; C01 - Econometrics
Source:	BASE

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015230703