Posts Tagged ‘ Granger causality ’

June Reading List

May 29, 2014
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June Reading List

Put away that novel! Here's some really fun June reading:Berger, J., 2003. Could Fisher, Jeffreys and Neyman have agreed on testing?. Statistical Science, 18, 1-32.Canal, L. and R. Micciolo, 2014. The chi-square controversy. What if Pearson had R?&nbsp...

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Questions About Granger Causality Testing – The Fine Print

May 27, 2014
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Questions About Granger Causality Testing – The Fine Print

Judging by the number of hits, comments, and questions that I've had in relation to my various posts on testing for Granger (Non-) Causality, this seems to be a topic that a lot of followers find interesting. For instance, see the posts here, here,&nbs...

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Correlation – NOT Causation

May 21, 2014
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Correlation – NOT Causation

"Correlation is NOT the same as causation".I don't know how many times I've said it (haven't we all?) in class, to the T.V. announcer, ...........Tyler Vigen is a grad. student at Harvard Law School. He has a fun site called Spurious Correlations. Here...

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April Reading List

April 1, 2014
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April Reading List

Here are some of the paper that I've been reading lately:Armstrong, J. S., K. C. Green, and A. Graefe, 2014. Golden rule of forecasting: Be conservative. MPRA Paper No. 53579Ashley, R. A. and K. P. Tsang, 2014. Credible Granger-causality inference with...

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Vintage Years in Econometrics – The 1960′s

February 7, 2014
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Vintage Years in Econometrics – The 1960′s

Remember that saying - "if you can remember the 60's you probably weren't there"? Well, with that said, and continuing from my earlier posts about vintage years for econometrics in the 1930's, 1940's, and 1950's, here's my take on t...

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