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Applied Economics Letters Volume 6, 1999 - Issue 1
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Original Articles

Non-causality due to irrelevant lag polynomials

KUL B. LUINTEL
Pages 17-20 | Published online: 05 Oct 2010

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Read on this site (4)

R. Scott Hacker & Abdulnasser Hatemi-J. (2006) Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application. Applied Economics 38:13, pages 1489-1500.
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. (2006) Erratum. Applied Economics Letters 13:6, pages 399-400.
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Nezir Kose & Nuri Ucar. (2006) Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process. Applied Economics Letters 13:4, pages 223-228.
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Andrew McKay & Sarmistha Pal. (2004) Relationships between Household Consumption and Inequality in the Indian States. The Journal of Development Studies 40:5, pages 65-90.
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Articles from other publishers (2)

Elsa Siggiridou & Dimitris Kugiumtzis. (2021) Dimension Reduction of Polynomial Regression Models for the Estimation of Granger Causality in High-Dimensional Time Series. IEEE Transactions on Signal Processing 69, pages 5638-5650.
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Steven Cook. (2007) On the relationship between mergers and economic activity: Evidence from an optimised hybrid method. Physica A: Statistical Mechanics and its Applications 379:2, pages 628-634.
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