A Linear Theory for Noncausality
在平方可积变量的希尔伯特空间中分析格兰杰、西姆斯等不同非因果性定义的等价条件，并讨论可检验性及理性预期下的扩展。
Abstract : Different definitions of noncausality (according to Granger, Sims, Haugh and Pierce,...) are analyzed in terms of orthogonality in the Hilbert space of square integrable variables. Conditions, when necessary, are given for their respective equivalence. Some problems of testability are mentioned. Finally noncausality is also analyzed in terms of rational expectations, extending previous results of Sims. (Author)