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In order to estimate causal relations, the time series econometrics has to be aware of spurious correlation, a problem first mentioned by Yule [21]. To solve the problem, one can work with differenced series or use multivariate models like VAR or VEC
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb3eebbd1571e9e4746afe548069404e
https://doi.org/10.1063/1.3038994
https://doi.org/10.1063/1.3038994
