A model-free characterization of causality
type: Item
instance of: scholarly article
title: A model-free characterization of causality
zbMATH Open document ID: 1255.62130
author: Mustapha Baghli
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6122360
zbMATH Keywords: causality in information
zbMATH Keywords: information-theoretic statistics
zbMATH Keywords: nonlinearity
zbMATH Keywords: fast double bootstrap test
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.12.016
OpenAlex ID: W2005963079
cites work: Information-Theoretic Analysis of Serial Dependence and Cointegration
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cites work: A non-parametric approach to non-linear causality testing
cites work: A causality-in-variance test and its application to financial market prices
cites work: THE SIZE DISTORTION OF BOOTSTRAP TESTS
cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods
cites work: Q4397010
cites work: Nonparametric Test for Causality with Long-range Dependence
DOI: 10.1016/J.ECONLET.2005.12.016
description: scientific article; zbMATH DE number 6122360