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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
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uersja:148971

DOI: 10.22004/ag.econ.148971

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