This report surveys six influential econometric textbooks in terms of their mathematical treatment of causal concepts. It highlights conceptual and notational differences among the authors and points to areas where they deviate significantly from modern standards of causal analysis. We find that...

As every econometrician knows, in a regression with one regressor, the dependent and explanatory variables may be spuriously correlated if they may have been affected by some third variable, a common cause. In a highly regarded article, Granger and Newbold (1974) were not concerned with this...

This article compares two asymmetric Gaussian likelihood models and their corresponding estimators. Recently, there has been confusion in the literature regarding these models and: (1) whether they are the same, or (2) whether both of them can be used to estimate expectiles. After the...