Wold-causal

English

Adjective

Wold-causal (comparative more Wold-causal, superlative most Wold-causal)

  1. causal in the sense of Herman Wold.
    • 2005 March, Òscar Jordà, “Estimation and Inference of Impulse Responses by Local Projections”, in American Economic Review, volume 95, number 1, page 163:
      The VAR literature has often relied on assuming a Wold-causal order for the elements of to organize the triangular factorization of the reduced-form, residual variance-covariance matrix, .
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