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
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