Title of article :
Non-causality: The role of the omitted variables
Author/Authors :
Umberto Triacca، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
4
From page :
317
To page :
320
Abstract :
In this paper a proof is offered that if a variable Y3 does not cause a variable Y1 in the bivariate system (Y1, Y3) and Y3 causes a variable Y1 in higher-order system (Y1, Y2, Y3), then the omitted variable Y2 must cause the variable Y1 in the bivariate system (Y1, Y2) and in the trivariate system (Y1, Y2, Y3).
Keywords :
Granger causality , Omitted variables , time series
Journal title :
Economics Letters
Serial Year :
1998
Journal title :
Economics Letters
Record number :
434626
Link To Document :
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