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Testing causality
16 references·0 citing·28 second hop
Testing causality (1987)Testing causalityEconometric Models and Economic Forecasts (1990)Econometric Models and Econom…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Causality in Economics. (1981)Causality in Economics.Testing for causality (1980)Testing for causalityAdvertising and Aggregate Consumption: An Analysis of Causality (1980)Advertising and Aggregate Con…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION (1977)THE FORWARD EXCHANGE RATE, EX…Causality in temporal systems (1977)Causality in temporal systemsA Classical Macroeconometric Model for the United States (1976)A Classical Macroeconometric …Selected Essays in the Dynamics of the Capitalist Economy. (1972)Selected Essays in the Dynami…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYTime Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing for Serial Correlatio…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Applied Economic Forecasting (1967)Applied Economic ForecastingReadings in the Philosophy of Science (1954)Readings in the Philosophy of…Time Series Analysis Forecasting and Control. (1971)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)Modeling and pricing long memory in stock market volatility (1996)Social Change and Crime Rate Trends: A Routine Activity Approach (1979) (2010)The Influence of Top Management Team Heterogeneity on Firms' Competitive Moves (1996)The analysis of household surveys (1997)Veto Players. How Political Institutions Work (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Class Conflict and Macro-Policy: The Political Business Cycle (1975)The Development of Corporatism in Liberal Democracies (1977)Marxian crisis theory and the rate of profit in the postwar U.S. economy (1979)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)25 years of time series forecasting (2006)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1980Testing for causality1,747 cited
  • 1972Selected Essays in the Dynamics of the Capitalist Economy.1,278 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 1970Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables1,184 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1977Causality in temporal systems600 cited
  • 1954Readings in the Philosophy of Science599 cited
  • 1976A Classical Macroeconometric Model for the United States553 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 1981Causality in Economics.290 cited
  • 1977THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION

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