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A consistent nonparametric test for nonlinear causality -- specification in time series regression - MaRDI portal

A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056)

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scientific article; zbMATH DE number 6616796
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English
A consistent nonparametric test for nonlinear causality -- specification in time series regression
scientific article; zbMATH DE number 6616796

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    A consistent nonparametric test for nonlinear causality -- specification in time series regression (English)
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    12 August 2016
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    nonlinear causality
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    causality up to \(K\)th moment
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    nonparametric test
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    omitted variables test
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    local alternatives
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