Pages that link to "Item:Q738056"

The following pages link to A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056):

Displaying 28 items.

• Non-causality in bivariate binary time series (Q291706) (← links)
• Time-dependent copulas (Q443766) (← links)
• Multivariate causality tests with simulation and application (Q553011) (← links)
• Multivariate linear and nonlinear causality tests (Q609070) (← links)
• Testing instantaneous linear Granger causality in presence of nonlinear dynamics (Q650870) (← links)
• Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Testing for causality in real time (Q1126483) (← links)
• A non-parametric approach to non-linear causality testing (Q1351101) (← links)
• A model-free characterization of causality (Q1929121) (← links)
• Testing for causality in variance under nonstationarity in variance (Q1934163) (← 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)
• Inference on local causality and tests of non-causality in time series (Q2326994) (← links)
• Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• The reaction of stock market returns to unemployment (Q2691716) (← links)
• A consistent nonparametric test for causality in quantile (Q2909251) (← links)
• (Q3096140) (← links)
• ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (Q4416923) (← links)
• CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
• Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• Measuring Nonlinear Granger Causality in Mean (Q6623184) (← links)