Pages that link to "Item:Q553011"

The following pages link to Multivariate causality tests with simulation and application (Q553011):

Displaying 11 items.

• Multivariate linear and nonlinear causality tests (Q609070) (← links)
• Identification of stock market forces in the system adaptation framework (Q903653) (← links)
• Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns (Q937012) (← links)
• The relative performance of bivariate causality tests in small samples (Q1278645) (← links)
• Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
• Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
• Multivariate-based causality tests of twin deficits in the US (Q3591744) (← links)
• Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models (Q4037626) (← links)
• A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
• Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
• Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138) (← links)