Publications [#285684] of Kevin D. Hoover

Journal Articles

1. Hoover, KD, Nonstationary time series, cointegration, and the principle of the common cause, British Journal for the Philosophy of Science, vol. 54 no. 4 (January, 2003), pp. 527-551, Oxford University Press (OUP) [doi]
   (last updated on 2024/04/16)

   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.