Testability of Reverse Causality Without Exogenous Variation

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Tác giả: Christoph Breunig, Patrick Burauel

Ngôn ngữ: eng

Ký hiệu phân loại: 001.434 Experimental method

Thông tin xuất bản: 2021

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 167404

This paper shows that testability of reverse causality is possible even in the absence of exogenous variation, such as in the form of instrumental variables. Instead of relying on exogenous variation, we achieve testability by imposing relatively weak model restrictions and exploiting that a dependence of residual and purported cause is informative about the causal direction. Our main assumption is that the true functional relationship is nonlinear and that error terms are additively separable. We extend previous results by incorporating control variables and allowing heteroskedastic errors. We build on reproducing kernel Hilbert space (RKHS) embeddings of probability distributions to test conditional independence and demonstrate the efficacy in detecting the causal direction in both Monte Carlo simulations and an application to German survey data.
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