A Note on Noncausality
利用σ域的条件独立性工具,分析不同非因果性概念之间的关系,并阐明非因果性与传递性的联系,以帮助计量经济学建模中应用序贯分析的结果。
In this note the relationship between alternative concepts of noncausality is analyzed using the tool of conditional independence among a-fields. (For the reader who is unfamiliar with this technique, the Appendix sketches the proofs and the basic technical apparatus, along with some basic motivations.) Furthermore, the relationship between the concepts of noncausality and transitivity is made explicit in order to facilitate, in econometric modelling, the use of results already obtained in sequential analysis.