Further analysis of spurious causality
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DOI: 10.1016/j.matcom.2008.04.011
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References listed on IDEAS
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Cited by:
- Zhang, Lingxiang & Zhang, Xiaotong, 2011. "Spurious Granger causality between a broken-trend stationary process and a stochastic trend process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(8), pages 1673-1681.
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Keywords
Granger-causality; Spurious rejection; Integrated time series;All these keywords.
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