Jan 4, 2020 · A DGP is a mathematical description of reality (in econometrics one seems to often abstract reality to a so called "true DGP"). What I am saying is that stating a DGP seems to …

Nov 1, 2020 · What's the DGP in causal inference? Ask Question Asked 5 years, 1 month ago Modified 5 years, 1 month ago

Aug 17, 2022 · I am trying to find a rigorous mathematical definition of a data generating process (DGP) under a well-defined probability space. The closest source I have found on Cross …

Oct 15, 2020 · On the other hand, some, especially new papers in Causal Infrence, instead to population refer to Data-Generating Process (DGP). An example could be "The Identification …

Aug 1, 2020 · In econometric theory we refer to the underlying common distribution F as the population. Some authors prefer the label the data-generating-process (DGP). You can think …

The question is: under which assumptions of the DGP $\text {D}_X (\cdot)$ can we infer the regression (linear or not) represents a causal relationship? It is well known that experimental …

Dec 20, 2020 · How to set up a DGP for Monte Carlo simulation with non-independent regressions (correlated errors) Ask Question Asked 5 years ago Modified 11 months ago

Dec 1, 2022 · In particular, it shows which DGP we need to have in mind in the trend case (and the same idea applies in the constant case): under the null, the process becomes a unit root …

Sep 2, 2025 · So, we have the following logical link: Assumptions about DGP $\to$ Set of appropriate DGPs $\to$ Set of appropriate joint distributions $ (y, X)$. My question: which …

Data-generation process is never known, we choose the model in hope that we approximate the data-generation process sufficiently. That is one of the possible answers, it would help if you …