Nonstationary time series, cointegration, and the principle of the common cause

British Journal for the Philosophy of Science 54 (4):527-551 (2003)
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Abstract

Elliot Sober ([2001]) forcefully restates his well-known counterexample to Reichenbach's principle of the common cause: bread prices in Britain and sea levels in Venice both rise over time and are, therefore, correlated; yet they are ex hypothesi not causally connected, which violates the principle of the common cause. The counterexample employs nonstationary data—i.e., data with time-dependent population moments. Common measures of statistical association do not generally reflect probabilistic dependence among nonstationary data. I demonstrate the inadequacy of the counterexample and of some previous responses to it, as well as illustrating more appropriate measures of probabilistic dependence in the nonstationary case. A challenge to the principle of the common causeSober's argument and the attempts to rescue the principleProbabilistic dependenceNonstationary time seriesProbabilistic dependence in nonstationary time seriesDo Venetian sea levels and British bread prices violate the principle of the common cause?

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Kevin Hoover
Duke University

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References found in this work

Logic of Statistical Inference.Ian Hacking - 1965 - Cambridge, England: Cambridge University Press.
Independence, invariance and the causal Markov condition.Daniel M. Hausman & James Woodward - 1999 - British Journal for the Philosophy of Science 50 (4):521-583.
Venetian sea levels, british bread prices, and the principle of the common cause.Elliott Sober - 2001 - British Journal for the Philosophy of Science 52 (2):331-346.
Conditioning and intervening.Christopher Meek & Clark Glymour - 1994 - British Journal for the Philosophy of Science 45 (4):1001-1021.
Can We Reduce Causal Direction to Probabilities?David Papineau - 1992 - PSA: Proceedings of the Biennial Meeting of the Philosophy of Science Association 1992:238-252.

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