Ontology highlight
ABSTRACT:
SUBMITTER: Andree BPJ
PROVIDER: S-EPMC8774820 | biostudies-literature | 2022 Jan
REPOSITORIES: biostudies-literature
Entropy (Basel, Switzerland) 20220106 1
The current paper develops a probabilistic theory of causation using measure-theoretical concepts and suggests practical routines for conducting causal inference. The theory is applicable to both linear and high-dimensional nonlinear models. An example is provided using random forest regressions and daily data on yield spreads. The application tests how uncertainty in short- and long-term inflation expectations interacts with spreads in the daily Bitcoin price. The results are contrasted with th ...[more]