Search Results - subject:"recursive decomposition"

Causality in econometric modeling: From theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume - 2020

presented, based on the concepts of mechanism and sub-mechanisms, and of recursive decomposition of the joint distribution of …

Persistent link: https://www.econbiz.de/10012658409

Causality in econometric modeling from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

Persistent link: https://www.econbiz.de/10012271163

Causality in econometric modeling : from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

presented, based on the concepts of mechanism and sub-mechanisms, and of recursive decomposition of the joint distribution of …

Persistent link: https://www.econbiz.de/10012170696

Building a structural model: Parameterization and structurality

Mouchart, Michel; Orsi, Renzo - In: Econometrics 4 (2016) 2, pp. 1-16

A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined. Difficulties and pitfalls arising from the parameterization are analyzed. In particular, pitfalls when...

Persistent link: https://www.econbiz.de/10011755328