Pages that link to "Item:Q2909251"

The following pages link to A consistent nonparametric test for causality in quantile (Q2909251):

Displaying 22 items.

• Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
• Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
• Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• Testing for Granger-causality in quantiles (Q5862503) (← links)
• Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
• Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
• A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
• Testing Granger non-causality in expectiles (Q6544903) (← links)
• New nonparametric measures for instantaneous and granger-causality tail co-dependence (Q6547155) (← links)
• Measuring Granger Causality in Quantiles (Q6617814) (← links)
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)