Pages that link to "Item:Q1351101"
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The following pages link to A non-parametric approach to non-linear causality testing (Q1351101):
Displaying 13 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← 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)
- A model-free characterization of causality (Q1929121) (← links)
- Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series (Q2137402) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)
- Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (Q5300724) (← links)
- A Non-Parametric Test of Exogeneity (Q5427681) (← links)
- “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality (Q5881078) (← links)
- Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
