Prefiltering and Causality Tests

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dc.creatorBelongia, Michael T.
dc.creatorDickey, David A.
dc.date2017-04-01T19:52:11Z
dc.date.accessioned2026-07-09T07:05:50Z
dc.descriptionIf data series are not filtered properly prior to the construction of a test of causality, the resulting test statistics are invalid This article,describes a general approach to data filtering based on the estimation of autoregressive-moving-average models and on specific tests for the Identification of white noise processes For selected examples, traditional approaches to filtering do not perform as well as the general method proposed
dc.identifierdoi:10.22004/ag.econ.148971
dc.identifierhttps://ageconsearch.umn.edu/record/148971/files/3Belongia_34_4.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/148971
dc.identifier.urihttp://hdl.handle.net/123456789/584448
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/148971
dc.titlePrefiltering and Causality Tests
dc.typeText

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