Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretations

DC ElementWertSprache
dc.contributor.authorWilde, Joachim
dc.date.accessioned2022-04-19T14:04:56Z-
dc.date.available2022-04-19T14:04:56Z-
dc.date.issued2012
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/53124-
dc.publisherOsnabrück: Osnabrück University, Institute of Empirical Economic Research
dc.relation.ispartofResearch Papers in Economics
dc.subjectEconomics
dc.subjectCausation
dc.subjectCausality (physics)
dc.subjectStatistics
dc.subjectUnit root
dc.subjectVariable (mathematics)
dc.subjectNull hypothesis
dc.subjectCointegration
dc.subjectStatistical hypothesis testing
dc.subjectSimultaneity
dc.subjectEconometrics
dc.subjectGranger causality
dc.subjectDistributed lag
dc.titleEffects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretations
dc.typejournal article
dc.identifier.urlhttp://ideas.repec.org/p/iee/wpaper/wp0093.html
dc.identifier.externalhttps://openalex.org/W2237832999
dcterms.oaStatustrue
local.import.sourcefileopenalex_uos_20220409.ris
crisitem.author.deptFB 09 - Wirtschaftswissenschaften-
crisitem.author.deptidfb09-
crisitem.author.parentorgUniversität Osnabrück-
crisitem.author.netidWiJo513-
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