Non-causality: The role of the omitted variables

DOI10.1016/S0165-1765(98)00118-9zbMath0910.90080WikidataQ127352109 ScholiaQ127352109MaRDI QIDQ1274714

Umberto Triacca

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

time seriesGranger causalityomitted variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (4)

Granger causality and contiguity between stochastic processes ⋮ Connectivity Inference between Neural Structures via Partial Directed Coherence ⋮ Granger causality between vectors of time series: a puzzling property ⋮ On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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