Pages that link to "Item:Q609070"

The following pages link to Multivariate linear and nonlinear causality tests (Q609070):

Displaying 22 items.

• Multivariate causality tests with simulation and application (Q553011) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← 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)
• A non-parametric approach to non-linear causality testing (Q1351101) (← links)
• Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
• Nonlinear Granger causality in the currency futures returns (Q1978726) (← links)
• A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series (Q2137578) (← links)
• Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
• Analyzing multiple nonlinear time series with extended Granger causality (Q2462773) (← links)
• Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← 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)
• Granger type causality for nonlinear data (Q2844203) (← links)
• Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← 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)
• Causality detection in cortical seizure dynamics using cross-dynamical delay differential analysis (Q4972977) (← links)
• A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
• Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
• Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
• Dynamical ergodicity DDA reveals causal structure in time series (Q6557710) (← links)