Non-causality: The role of the omitted variables

被引：29

作者：

Triacca, U ^{[1
]}

机构：

[1] Ist Nazl Stat, I-00184 Rome, Italy

来源：

ECONOMICS LETTERS | 1998年 / 60卷 / 03期

关键词：

Granger causality; omitted variables; time series;

D O I：

10.1016/S0165-1765(98)00118-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper a proof is offered that if a variable Y-3 does not cause a variable Y-1 in the bivariate system (Y-1, Y-3) and Y-3 causes a variable Y-1 in higher-order system (Y-1, Y-2, Y-3), then the omitted variable Y-2 must cause the variable Y-1 in the bivariate system (Y-1, Y-2) and in the trivariate system (Y-1, Y-2, Y-3). (C) 1998 Elsevier Science S.A.. All rights reserved.

引用

页码：317 / 320

页数：4