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Nonstationary Time Series, Cointegration, and the Principle of the Common Cause
11 references·15 citing·37 second hop
Nonstationary Time Series, Cointegration, and the Principle of the Common Cause (2003)Nonstationary Time Series, Cointegration,…Logic of Statistical Inference (2016)Logic of Statistical InferenceVenetian Sea Levels, British Bread Prices, and the Principle of the Common Cause (2001)Venetian Sea Levels, British …Causality in Macroeconomics (2001)Causality in MacroeconomicsThe Dappled World (1999)The Dappled WorldDynamic Econometrics (1995)Dynamic EconometricsTime Series Regression with a Unit Root (1987)Time Series Regression with a…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…THE LOGIC OF STATISTICAL INFERENCE (1972)THE LOGIC OF STATISTICAL INFE…The Statistical Nature of Causation (2021)The Statistical Nature of Cau…What are the drivers of induction? Towards a Material Theory+ (2020)What are the drivers of induc…The impact of exchange rate volatility on emerging market exports (2015)The impact of exchange rate v…A Pragmatist Theory of Evidence (2015)A Pragmatist Theory of Eviden…What's Wrong With Our Theories of Evidence? (2014)What's Wrong With Our Theorie…The ontological status of shocks and trends in macroeconomics (2014)The ontological status of sho…Time dependent intrinsic correlation analysis of temperature and dissolved oxygen time series using empirical mode decomposition (2013)Time dependent intrinsic corr…Economic Theory and Causal Inference (2012)Economic Theory and Causal In…Characterizing Common Cause Closed Probability Spaces (2011)Characterizing Common Cause C…Correlation, Regression, and Cointegration of Nonstationary Economic Time Series (2008)Correlation, Regression, and …Across the Boundaries (2007)Across the BoundariesEconomics/Philosophy of Science (2005)Economics/Philosophy of Scien…Area Studies/Asian Studies (2005)Area Studies/Asian StudiesAnthropology (2005)AnthropologyMaking Time Stand Still: A Response to Sober's Counter‐Example to the Principle of the Common Cause (2003)Making Time Stand Still: A Re…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Reconstructing the Past: Parsimony, Evolution, and Inference. (1989)How to Tell When Simpler, More Unified, or LessAd HocTheories will Provide More Accurate Predictions (1994)Philosophy of Biology (2002)Probabilistic Theories (2010)Causal Reasoning in Physics (2014)Statistical inference as severe testing how to get beyond the statistics wars (2018)Time Series Analysis, Forecasting and Control. (1971)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Political Choice in Britain (2004)Taking Time Seriously (2008)Explanation and Understanding (2005)Explanation: a mechanist alternative (2005)An Engine, Not a Camera (2006)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status (2002)Causation: One Word, Many Things (2004)Hunting Causes and Using Them: Approaches in Philosophy and Economics (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)How to Make Cognitive Illusions Disappear: Beyond “Heuristics and Biases” (1991)“Statistical,” “Practical,” and “Clinical”: How Many Kinds of Significance Do Counselors Need to Consider? (2002)The theoretical status of latent variables. (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1999The Dappled World2,475 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1995Dynamic Econometrics1,199 cited
  • 2016Logic of Statistical Inference611 cited
  • 2001Causality in Macroeconomics503 cited
  • 2001Venetian Sea Levels, British Bread Prices, and the Principle of the Common Cause182 cited
  • 1972THE LOGIC OF STATISTICAL INFERENCE147 cited

Cited by

  • 2007Across the Boundaries109 cited
  • 2013Time dependent intrinsic correlation analysis of temperature and dissolved oxygen time series using empirical mode decomposition105 cited
  • 2015A Pragmatist Theory of Evidence73 cited
  • 2003Making Time Stand Still: A Response to Sober's Counter‐Example to the Principle of the Common Cause30 cited
  • 2012

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Economic Theory and Causal Inference
30 cited
  • 2014What's Wrong With Our Theories of Evidence?28 cited
  • 2005Anthropology27 cited
  • 2014The ontological status of shocks and trends in macroeconomics25 cited
  • 2008Correlation, Regression, and Cointegration of Nonstationary Economic Time Series24 cited
  • 2015The impact of exchange rate volatility on emerging market exports20 cited
  • 2005Economics/Philosophy of Science18 cited
  • 2005Area Studies/Asian Studies14 cited
  • 2020What are the drivers of induction? Towards a Material Theory+14 cited
  • 2011Characterizing Common Cause Closed Probability Spaces14 cited
  • 2021The Statistical Nature of Causation10 cited