Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretations
| Autor(en): | Wilde, Joachim | Stichwörter: | Economics; Causation; Causality (physics); Statistics; Unit root; Variable (mathematics); Null hypothesis; Cointegration; Statistical hypothesis testing; Simultaneity; Econometrics; Granger causality; Distributed lag | Erscheinungsdatum: | 2012 | Herausgeber: | Osnabrück: Osnabrück University, Institute of Empirical Economic Research | Journal: | Research Papers in Economics | Externe URL: | http://ideas.repec.org/p/iee/wpaper/wp0093.html |
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