Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Econometrica> Issues> Supplemental Materials>A Note on Noncausality

Econometrica: May, 1982, Volume 50, Issue 3

A Note on Noncausality

https://www.jstor.org/stable/1912602
p. 583-592

J. P. Florens, M. Mouchart

The relationship between Granger's [8] and Sims' [13] concepts of noncausality is analyzed in terms of conditional independence and Bahadur's [1] concept of transitivity. In particular their equivalence is easily shown to disappear when uncorrelatedness is replaced by independence.

Institutional Access
Log In To View Full Content

Publications

Econometrica


Log In


Forgot your password?