A Non-Parametric Approach to Spatial Causality
Marcos Herrera Gómez,
Manuel Ruiz Marin,
Jesus Mur and
Jean Paelinck
Authors registered in the RePEc Author Service: Marcos Herrera Gómez
MPRA Paper from University Library of Munich, Germany
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.
Keywords: Causality; Spatial Dependence; Spatial Weight Matrices (search for similar items in EconPapers)
JEL-codes: C01 C12 C21 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:36768
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