The Construction and Use of Causality Tests
A modified Sims' test which bypasses the traditional Aristotelian causality can be used to determine the appropriate causal ordering among Important economic variables This test can provide valuable insight into many economic relationships, thereby providing additional information for policy application and model formulation
Year of publication: |
1979
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Authors: | Bishop, Robert V |
Published in: |
Agricultural Economics Research. - Economic Research Service. - 1979, 4
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Publisher: |
Economic Research Service |
Subject: | Statistical exogeneity | Causal ordering | Empirical filtering | Autocorrelation | Bidirectional feedback | Unidirectional causality | Agricultural and Food Policy | Research Methods/ Statistical Methods |
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