TY  - RPRT
AU  - Gil-Bermejo Lazo, Celia
AU  - Onrubia Fernández, Jorge
AU  - Sánchez Fuentes, Antonio Jesús
PY  - 2022
UR  - https://hdl.handle.net/20.500.14352/4321
AB  - In this paper, we propose a new approach to both test Granger Causality in a multivariate panel data environment and determine one ultimate “causality path” excluding those relationships which are redundant. For the sake of concreteness, we combine...
LA  - eng
A3  - Instituto Complutense de Estudios Internacionales (ICEI)
KW  - Granger causality
KW  - Panel data
KW  - Causal maps
TI  - Graphical modelling of multivariate panel data models
TY  - technical report
VL  - 2022
ER  -