A Non-Parametric Approach to Spatial Causality

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús and Paelinck, Jean (2010): A Non-Parametric Approach to Spatial Causality.

Abstract

The purpose of this paper is to show the capacity of a new non-parametric test based on symbolic entropy and symbolic dynamics to deal with the detection of linear and non-linear spatial causality. The good performance of the new test in detecting spatial causality and causal weighting matrix is notable and gives rise to an expectation that it may form a adequate tool for constructive specification searches.

• Item Type: MPRA Paper
• Language: English
• Keywords: Causality; Spatial Dependence; Spatial Weight Matrices
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C21 - Cross-Sectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions; C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics

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