Prefiltering and Causality Tests

If 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


Issue Date:
1982-10
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/148971
Published in:
Agricultural Economics Research, Volume 34, Number 4
Page range:
10-14
Total Pages:
5




 Record created 2017-04-01, last modified 2017-08-27

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