2001•Economics LettersRequires access
On spurious Granger causality
Zonglu He, Koichi Maekawa
Open publisher page 99 citations
Abstract
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Zonglu He, Koichi Maekawa
Abstract
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OpenAlex reports 99 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Spurious relationship, Granger causality, Causality (physics), Statistic, Monte Carlo method, Statistical physics, Econometrics, Simple (philosophy)