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Persistent link: https://www.econbiz.de/10003529176
The paper examines the effects of measurement error on a well-known causality-testing procedure, that due to Pierce and Haugh. This is shown to be extremely sensitive to small random variations, which may induce the appearance of, as well as obscure, causality patterns, through causing...
Persistent link: https://www.econbiz.de/10005653109