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Volumn 54, Issue 4, 2003, Pages 527-551

Nonstationary time series, cointegration, and the principle of the common cause

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Indexed keywords


EID: 0345800480     PISSN: 00070882     EISSN: None     Source Type: Journal    
DOI: 10.1093/bjps/54.4.527     Document Type: Review
Times cited : (58)

References (23)
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    • Cartwright, N.1
  • 2
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    • Distributions of the estimators for autoregressive time series with a unit root
    • Dickey, D. A. and Fuller, W. A. [1979]: 'Distributions of the Estimators for Autoregressive Time Series with a Unit Root', Journal of the American Statistical Association, 74, pp. 427-31.
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  • 3
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    • Cointegration and error correction: Representation, estimation and testing
    • Engle, R. F. and Granger, C. W. J. [1987]: 'Cointegration and Error Correction: Representation, Estimation and Testing', Econometrica, 55, pp. 251-76.
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    • Engle, R.F.1    Granger, C.W.J.2
  • 5
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    • Sober's principle of the common cause and the problem of comparing incomplete hypotheses
    • Forster, M. [1988]: 'Sober's Principle of the Common Cause and the Problem of Comparing Incomplete Hypotheses', The British Journal for the Philosophy of Science, 55, pp. 538-59.
    • (1988) The British Journal for the Philosophy of Science , vol.55 , pp. 538-559
    • Forster, M.1
  • 7
  • 9
    • 84914287483 scopus 로고
    • Econometrics: Alchemy or science?
    • Hendry, D. F. [1980]: 'Econometrics: Alchemy or Science?' Economica, 47, pp. 387-406.
    • (1980) Economica , vol.47 , pp. 387-406
    • Hendry, D.F.1
  • 14
    • 0009076408 scopus 로고
    • Cambridge: Cambridge University Press
    • Mellor, D. H. [1971]: The Matter of Chance, Cambridge: Cambridge University Press.
    • (1971) The Matter of Chance
    • Mellor, D.H.1
  • 16
    • 0013466815 scopus 로고
    • Can we reduce causal direction to probabilities
    • D. Hull and K. Okruhlik (eds), 1992, East Lansing, MI: Philosophy of Science Association
    • Papineau, D. [1992]: 'Can We Reduce Causal Direction to Probabilities', in D. Hull and K. Okruhlik (eds), 1992, PSA 1992, Vol. 2, East Lansing, MI: Philosophy of Science Association, pp. 238-52.
    • (1992) PSA 1992 , vol.2 , pp. 238-252
    • Papineau, D.1
  • 17
    • 33745248740 scopus 로고
    • Understanding spurious regressions in econometrics
    • Phillips, P. C. B. [1986]: 'Understanding Spurious Regressions in Econometrics', Journal of Econometrics, 33, pp. 311-40.
    • (1986) Journal of Econometrics , vol.33 , pp. 311-340
    • Phillips, P.C.B.1
  • 18
    • 0000308535 scopus 로고
    • Time series regression with a unit root
    • Phillips, P. C. B. [1987]: 'Time Series Regression with a Unit Root', Econometrica, 55, pp. 277-301.
    • (1987) Econometrica , vol.55 , pp. 277-301
    • Phillips, P.C.B.1
  • 19
  • 20
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    • The principle of the common cause
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    • Sober, E. [1994]: The Principle of the Common Cause', in From a Biological Point of View, Cambridge: Cambridge University Press, pp. 158-74.
    • (1994) From A Biological Point of View , pp. 158-174
    • Sober, E.1
  • 21
    • 0039490105 scopus 로고    scopus 로고
    • Venetian sea levels, British bread prices, and the principle of the common cause
    • Sober, E. [2001]: 'Venetian Sea Levels, British Bread Prices, and the Principle of the Common Cause', The British Journal for the Philosophy of Science, 52, pp. 331-46.
    • (2001) The British Journal for the Philosophy of Science , vol.52 , pp. 331-346
    • Sober, E.1
  • 23
    • 0002515465 scopus 로고
    • Why do we sometimes get nonsense correlations between time series? A study of sampling and the nature of time series
    • with discussion
    • Yule, G. U. [1926]: 'Why Do We Sometimes Get Nonsense Correlations Between Time Series? A Study of Sampling and the Nature of Time Series' (with discussion), Journal of the Royal Statistical Society, 89, pp. 1-64.
    • (1926) Journal of the Royal Statistical Society , vol.89 , pp. 1-64
    • Yule, G.U.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.