Pages that link to "Item:Q959641"
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The following pages link to A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641):
Displaying 36 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
- Did speculative activities contribute to high crude oil prices during 1993 to 2008? (Q473047) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis (Q829130) (← links)
- Brexit and foreign exchange market expectations: could it have been predicted? (Q829140) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
- A nonparametric approach to test for predictability (Q1672705) (← links)
- Systemic risk in Europe: deciphering leading measures, common patterns and real effects (Q1744874) (← links)
- Detecting direct causality in multivariate time series: a comparative study (Q2025527) (← links)
- How do mobility restrictions and social distancing during COVID-19 affect oil price? (Q2136047) (← links)
- A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578) (← links)
- On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (Q2151655) (← links)
- Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story (Q2158341) (← links)
- Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach (Q2332762) (← links)
- Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
- On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897) (← links)
- A strategy for the use of the cross recurrence quantification analysis (Q2699608) (← links)
- Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
- A general nonparametric bootstrap test for Granger causality (Q2770241) (← links)
- A consistent nonparametric test for causality in quantile (Q2909251) (← links)
- Conditional association (Q2919424) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
- Statistical Tests for Detecting Granger Causality (Q4622461) (← links)
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)
- Spatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships (Q5048331) (← links)
- On empirical likelihood test for predictability (Q5078128) (← links)
- Symbolic correlation integral (Q5860931) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
- How efficient are natural gas markets in practice? A wavelet-based approach (Q6547068) (← links)
- New nonparametric measures for instantaneous and granger-causality tail co-dependence (Q6547155) (← links)
