Multivariate linear and nonlinear causality tests (Q609070): Difference between revisions

@@ Property / cites work @@
+A test for independence based on the correlation dimension
+Normal rank
@@ Property / cites work @@
+New evidence on the relation between return volatility and trading volume
+Normal rank
@@ Property / cites work @@
+On U-statistics and v. mise? statistics for weakly dependent processes
+Normal rank
@@ Property / cites work @@
+Rigorous statistical procedures for data from dynamical systems
+Normal rank
@@ Property / cites work @@
+Q2770241
@@ Property / cites work: Q2770241 / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on the Hiemstra-Jones Test for Granger Non-causality
+Normal rank
@@ Property / cites work @@
+A new statistic and practical guidelines for nonparametric Granger causality testing
+Normal rank
@@ Property / cites work @@
+Short Run and Long Run Causality in Time Series: Theory
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots and Non-linear Transformations
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Measuring the strangeness of strange attractors
@@ Property / cites work: Measuring the strangeness of strange attractors / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Test for Causality with Long-range Dependence
+Normal rank
@@ Property / cites work @@
+The decomposition and measurement of the interdependency between second- order stationary processes
+Normal rank
@@ Property / cites work @@
+Three-factor profile analysis with GARCH innovations
+Normal rank
@@ Property / cites work @@
+Q4001588
@@ Property / cites work: Q4001588 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4834765
@@ Property / cites work: Q4834765 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3949005
@@ Property / cites work: Q3949005 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Causality in temporal systems. Characterizations and a Survey
+Normal rank
@@ Property / cites work @@
+ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Granger-causality in multiple time series
@@ Property / cites work: Granger-causality in multiple time series / rank @@
+Normal rank