Title of article
Impact of systematic sampling on causality in the presence of unit roots
Author/Authors
Gulasekaran Rajaguru، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
6
From page
127
To page
132
Abstract
Quite contrary to the stationary case where systematic sampling preserves the direction of Granger causality, this paper shows that systematic sampling of integrated series may induce spurious causality, even if they are used in differenced form.
Keywords
Systematic sampling , Cross covariance , Causality , Unit roots
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435459
Link To Document