On the Hsiao definition of non-causality

DOI10.1016/S0165-1765(99)00217-7zbMath0983.91509OpenAlexW1974942529WikidataQ126297125 ScholiaQ126297125MaRDI QIDQ1978520

Umberto Triacca

Publication date: 4 June 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00217-7

zbMATH Keywords

predictiontime seriesGranger causalityenvironment variableHsiao non-causality

Mathematics Subject Classification ID

Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Statistical methods; economic indices and measures (91B82)

Related Items (1)

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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