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Causal Transmission in Reduced-Form Models
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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Automatic selection of indicators in a fully saturated regression
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Sequences of regressions and their independences
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Testing superexogeneity and invariance in regression models
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Inference in Structural Vector Autoregressions identified with an external instrument
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Econometric policy evaluation: A critique
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Statistical Modelling by Exponential Families
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Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
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Curved Exponential Models in Econometrics
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Testing for Common Features
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Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
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Nature's Capacities and Their Measurement
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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The Methodology and Practice of Econometrics
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Volatility and Time Series Econometrics
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An Automatic Test of Super Exogeneity*
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Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
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The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
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Alternative Markov Properties for Chain Graphs
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A General Condition for Avoiding Effect Reversal after Marginalization
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Causality: a Statistical View
inferredcites →https://doi.org/10.1111/j.1751-5823.2012.00195.xopenalex-snapshot
Traceable Regressions
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The Interpretation of Interaction in Contingency Tables
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Maximum Likelihood in Three-Way Contingency Tables
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Conditional Independence in Statistical Theory
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Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
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The Environment and Disease: Association or Causation?
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Order determination in general vector autoregressions
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Instrumental Variables: An Econometrician's Perspective
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Conditional Independence for Statistical Operations
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The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks
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Discretionary Tax Changes and the Macroeconomy: New Narrative Evidence from the United Kingdom
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Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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On the Interpretation of χ 2 from Contingency Tables, and the Calculation of P
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Testing for Imperfect Competition at the Fulton Fish Market
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CAUSALITY: MODELS, REASONING AND INFERENCE
inferredcites →https://doi.org/10.3390/econometrics3010156openalex-snapshot
A Joint Chow Test for Structural Instability
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Common Feature Analysis of Economic Time Series: An Overview and Recent Developments
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Empirical model discovery and theory evaluation: automatic selection methods in econometrics
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Causation, Prediction, and Search
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Empirical Model Discovery and Theory Evaluation
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4022745openalex-extracted
Discovering What Mattered: Detecting Unknown Treatment as Breaks in Panel Models
inferred← citeshttps://doi.org/10.1111/sjos.12174openalex-snapshot
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
inferred← citeshttps://doi.org/10.1111/sjos.12211openalex-snapshot
Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
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