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

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+Consistent model specification tests
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+Model specification testing of time series regressions
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Nonparametric Test for Causality with Long-range Dependence
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+Consistent Specification Testing Via Nonparametric Series Regression
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+On the Granger Condition for Non-Causality
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+The decomposition and measurement of the interdependency between second- order stationary processes
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+Convergence rates and asymptotic normality for series estimators
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+Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
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+Inference in Linear Time Series Models with some Unit Roots
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+Nonparametric model checks for regression
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+Vector Autoregressions and Causality
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+Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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+Consistent bootstrap tests of parametric regression functions
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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