Lingxiang Zhang, Xiaotong Zhang. Spurious Granger causality between a broken-trend stationary process and a stochastic trend process. Mathematics and Computers in Simulation, 81(8):1673-1681, 2011. [doi]
@article{ZhangZ11-9,
title = {Spurious Granger causality between a broken-trend stationary process and a stochastic trend process},
author = {Lingxiang Zhang and Xiaotong Zhang},
year = {2011},
doi = {10.1016/j.matcom.2011.01.008},
url = {http://dx.doi.org/10.1016/j.matcom.2011.01.008},
researchr = {https://researchr.org/publication/ZhangZ11-9},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {81},
number = {8},
pages = {1673-1681},
}