Non-causality: The role of the omitted variables

Economics Letters

Volumn 60, Issue 3, 1998, Pages 317-320

  Triacca, Umberto ^a  

^a ITALIAN NATIONAL INSTITUTE OF STATISTICS   (Italy)

Author keywords

C32; Granger causality; Omitted variables; Time series

Indexed keywords

EID: 0032354003     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00118-9     Document Type: Article

References (4)

1. Caines, P.E., 1987. Linear Stochastic System. Wiley, New York.
2. Granger C.W.J. Investigating causal relations by econometric models and cross-spectral methods. Econometrica. 37:1969;424-438.
3. Halmos, P.R., 1951. Introduction to Hilbert Space and The Theory of Spectral Multiplicity. Chelsea Publishing, New York.
4. Lutkepohl H. Non-causality due to omitted variables. Journal of Econometrics. 19:1982;367-378.