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Exogeneity and Causality

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0005
Subject:
Economics and Finance, Econometrics

Weak exogeneity sustains conditional inference about parameters of interest without loss of information. Strong exogeneity, weak exogeneity with Granger non‐causality, sustains conditional ... More


Exogeneity

David F. Hendry, Robert F. Engle, and Jean‐François Richard

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0016
Subject:
Economics and Finance, Econometrics

Exogenous variables play a crucial role in econometrics, yet ‘exogeneity’ is often imprecise. Exogenous connotes ‘being determined outside of (the model under analysis)’, so it cannot be a property ... More


Different Modelling Strategies on Multiple Relationships

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0011
Subject:
Economics and Finance, Econometrics

This chapter compares two modelling strategies. One starts with vector autoregressive process modelling with as few economic theories as possible. The other fully incorporates economic theories into ... More


Understanding the SES Gradient in Health among the Elderly: The Role of Childhood Circumstances

Till Stowasser, Florian Heiss, Daniel McFadden, and Joachim Winter

in Discoveries in the Economics of Aging

Published in print:
2014
Published Online:
January 2015
ISBN:
9780226146096
eISBN:
9780226146126
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226146126.003.0006
Subject:
Economics and Finance, Public and Welfare

Individuals’ socioeconomic status (SES) is positively correlated with their health status. While the existence of this gradient may be uncontroversial, the same cannot be said about its explanation. ... More


No Causes in, No Causes out

Nancy Cartwright

in Nature's Capacities and Their Measurement

Published in print:
1994
Published Online:
November 2003
ISBN:
9780198235071
eISBN:
9780191597169
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198235070.003.0003
Subject:
Philosophy, Philosophy of Science

This chapter argues that one cannot get knowledge of causes from equations and associations alone, using critical analyses of theoretical examples in physics and of attempts in the philosophy of ... More


Dictators Incite Domestic Capitalists to Invest

Michael T. Rock

in Dictators, Democrats, and Development in Southeast Asia: Implications for the Rest

Published in print:
2016
Published Online:
October 2016
ISBN:
9780190619862
eISBN:
9780190619893
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190619862.003.0004
Subject:
Economics and Finance, Development, Growth, and Environmental

What is the relationship between trade, domestic investment, and GDP in Indonesia, Malaysia, and Thailand (IMT)? Trade fundamentalists argue that GDP and domestic investment in IMT were led by ... More


Time Series Analysis with Two or More Time Series

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0006
Subject:
Sociology, Law, Crime and Deviance

Chapter Six explains time series analysis with one or more independent variables. The dependent variable is the monthly violent crime rates and the independent variables are unemployment rates and ... More


The I(1) Models and Their Interpretation

Søren Johansen

in Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.003.0005
Subject:
Economics and Finance, Econometrics

We define the basic reduced form error correction model for I(1)variables where cointegration is modelled in terms of a reduced rank hypothesis on the impact matrix. This defines the cointegrating ... More


Other methods

Richard E. Passingham and James B. Rowe

in A Short Guide to Brain Imaging: The Neuroscience of Human Cognition

Published in print:
2015
Published Online:
November 2015
ISBN:
9780198709138
eISBN:
9780191815270
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198709138.003.0007
Subject:
Neuroscience, Behavioral Neuroscience, Development

Functional imaging is primarily a correlational technique. Although there are methods for analyzing the causal structure of systems, proof of causation requires methods that intervene in the workings ... More


Vector Autoregressive Models

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0021
Subject:
Economics and Finance, Econometrics

This chapter illustrates vector autoregressive VAR models, with a particular focus on estimation and hypothesis testing. It discusses estimation of parameters, deterministic components, VAR order ... More


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