Recent years have witnessed an increased interest, both in statistics and i
n the social sciences, in time-dependent models as a vehicle for the causal
interpretation of series of events. The Humean and empiricist tradition in
the philosophy of science uses the constant temporal order of cause and ef
fect as a decisive delimitation of causal processes from mere coincidences.
To mimic the philosophical distinction, series of events are modelled as d
ynamic stochastic processes and the precedence of cause over effect is expr
essed through conditional expectations given the history of the process and
the history of the causes. A main technical tool in this development is th
e concept of conditional independence.
In this article we examine some difficulties in the application of the appr
oach within empirical social research. Specifically, the role of probabilis
tic concepts of causality and of conditional independence, the nature of ev
ents that reasonably qualify as causes or effects, and the time order used
in empirical research are considered.