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Testing for causality in the presence of leading variables

Economics and Business Letters

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Field Value
 
Title Testing for causality in the presence of leading variables
 
Creator Pantelidis, Theologos
 
Description This paper provides useful guidelines to practitioners who investigate causality-in-mean and/or causality-in-variance within a system of more than two variables by means of the two-step procedure proposed by Cheung and Ng (Journal of Econometrics, 1996) and modified by Hong (Journal of Econometrics, 2001). Specifically, this study highlights cases that can mislead the researcher into reporting false causal relations among the variables under scrutiny. The results of Monte Carlo simulations reveal the seriousness of the problem.
 
Publisher Oviedo University Press
 
Contributor —
 
Date 2015-03-17
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
—
 
Format application/pdf
 
Identifier http://www.unioviedo.es/reunido/index.php/EBL/article/view/10436
10.17811/ebl.4.1.2015.17-29
 
Source Economics and Business Letters; Vol 4, No 1 (2015): March; 17-29
Economics and Business Letters; Vol 4, No 1 (2015): March; 17-29
2254-4380
10.17811/ebl.4.1.2015
 
Language eng
 
Relation http://www.unioviedo.es/reunido/index.php/EBL/article/view/10436/10216
http://www.unioviedo.es/reunido/index.php/EBL/article/downloadSuppFile/10436/394
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