Am 03.03.2016 um 12:17 schrieb Riccardo (Jack) Lucchetti:
On Thu, 3 Mar 2016, Sven Schreiber wrote:
> I have never seen or heard anyone advocate such a definition, so
> please give references.
You heard me :)
If you take the standard definition of GC from x to y, I don't see why
one should implicitly rule out the case x = y.
Well until you give another reference, you can call it "Lucchetti
causality", but not Granger's!
> Typically I'd say the need for lagged values of the LHS variable is
> called persistence (or anti-persistence), not "own causality".
A pet peeve of mine has been (for many years), that what we call Granger
Causality is neither Granger's, nor causality. It should be called
"predictive power". But maybe it's just me.
Well everybody agrees that GC is about predictive power. There's a lot
that could be said about the rest, but that would mean to repeat
discussions that have been settled (or left unsettled) before (not
between us, not on this list).