Econometrica: May 1982, Volume 50, Issue 3
A Note on Noncausality
J. P. Florens, M. MouchartThe relationship between Granger's  and Sims'  concepts of noncausality is analyzed in terms of conditional independence and Bahadur's  concept of transitivity. In particular their equivalence is easily shown to disappear when uncorrelatedness is replaced by independence.
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