by Shiu-hang Chan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1994. / Includes bibliographical references (leaves [53]-[55]). / Chapter Chapter 1 --- Introduction --- p.1 / Chapter § 1.1 --- Usefulness of causality / Chapter § 1.2 --- Definitions of causality / Chapter § 1.2.1 --- An intuitive definition / Chapter § 1.2.2 --- A methematical definition / Chapter § 1.2.3 --- An operational definition / Chapter § 1.3 --- Test for causal orderings / Chapter § 1.3.1 --- The Granger test / Chapter § 1.3.2 --- The Sims test / Chapter § 1.3.3 --- The modified Sims test / Chapter § 1.4 --- Hsiao's sequential procedure / Chapter § 1.5 --- AIC criterion / Chapter § 1.5.1 --- A review of the AIC criterion / Chapter § 1.6 --- Summary / Chapter Chapter 2 --- Robust methods for fixed lag approach --- p.23 / Chapter § 2.1 --- The Granger M test / Chapter § 2.2 --- Estimation of residual scale / Chapter § 2.3 --- Other choices of p functions / Chapter § 2.4 --- Practical implementation / Chapter § 2.5 --- The design of the sampling experiments / Chapter § 2.5.1 --- The statistical model used to generate experimental data / Chapter § 2.5.2 --- The four tests and distributions of the data / Chapter § 2.5.3 --- The procedure to obtain the experimental data / Chapter § 2.5.4 --- The pre-determined lag for the tests / Chapter § 2.5.5 --- Simulation result / Chapter Chapter 3 --- Methods for finding the lag length of the models --- p.39 / Chapter §3.1 --- A robust sequential test / Chapter § 3.2 --- "Some choices of a for the AIC(α,p) criterion" / Chapter § 3.3 --- The convergence rate of AIC and AICR criteria / Chapter § 3.4 --- The simulation / Chapter § 3.4.1 --- Generate the data / Chapter § 3.4.2 --- The causality testing procedure / Chapter § 3.4.3 --- The simulation result / Chapter Chapter 4 --- The robust testing procedure in 3-variable case --- p.49 / Chapter § 4.1 --- Introduction / Chapter § 4.2 --- Definitions of causality in the presence of a third variable / Chapter § 4.2.1 --- An intuitive definition / Chapter § 4.3 --- The robust sequential test for 3-variable case
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318242 |
| Date | January 1994 |
| Contributors | Chan, Shiu-hang., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, [7], 52, [3] leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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