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~isPartOf:"Econometric Society 2004 Australasian Meetings"
~isPartOf:"Tinbergen Institute Discussion Paper 15-138/III"
~subject:"Cross covariance"
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Tinbergen Institute Discussion Paper 15-138/III
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The Consequences of Systematic Sampling on Granger Causality
Abeysinghe, Tilak
;
Rajaguru, Gulasekaran
-
Econometric Society
-
2004
integrated series may induce spurious causality, even if, they are used in differenced form. It is observed that in
general
the …
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