Economics at your fingertips  

Prefiltering and Causality Tests

Michael Belongia and David Dickey

Journal of Agricultural Economics Research, 1982, vol. 34, issue 4, 5

Abstract: 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

Keywords: Production Economics; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Date: 1982
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link) (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

DOI: 10.22004/ag.econ.148971

Access Statistics for this article

More articles in Journal of Agricultural Economics Research from United States Department of Agriculture, Economic Research Service Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().

Page updated 2024-06-08
Handle: RePEc:ags:uersja:148971