A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056): Difference between revisions
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Revision as of 20:56, 28 February 2024
scientific article
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English | A consistent nonparametric test for nonlinear causality -- specification in time series regression |
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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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