A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 10:21, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A consistent nonparametric test for nonlinear causality -- specification in time series regression |
scientific article |
Statements
A consistent nonparametric test for nonlinear causality -- specification in time series regression (English)
0 references
12 August 2016
0 references
nonlinear causality
0 references
causality up to \(K\)th moment
0 references
nonparametric test
0 references
omitted variables test
0 references
local alternatives
0 references