On spurious Granger causality (Q5958408)
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scientific article; zbMATH DE number 1715409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On spurious Granger causality |
scientific article; zbMATH DE number 1715409 |
Statements
On spurious Granger causality (English)
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3 March 2002
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Granger causality
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spurious causality
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non-stationary time series
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