Pages that link to "Item:Q5283191"
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The following pages link to Investigating Causal Relations by Econometric Models and Cross-spectral Methods (Q5283191):
Displaying 50 items.
- Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (Q959746) (← links)
- Further analysis of spurious causality (Q960364) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Estimation of causal effects using linear non-Gaussian causal models with hidden variables (Q962640) (← links)
- Chaotic time series analysis (Q966383) (← links)
- Predicting daily exchange rate with singular spectrum analysis (Q974621) (← links)
- Redundancies in the Earth's climatological time series (Q998085) (← links)
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- An empirical method for assessing the research relevance gap (Q1038361) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- Bayesian skepticism on unit root econometrics (Q1104681) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Causality and Markovian representations (Q1126142) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Some unresolved issues in the application of control theory to economic policy-making (Q1202465) (← links)
- On predictive causality in longitudinal studies (Q1209668) (← links)
- Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- Modeling the price side of econometric models. An analysis of the underlying hypotheses (Q1254004) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- The analysis of seasonal economic models (Q1259396) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- State realization with exogenous variables -- a test on blast furnace data (Q1266646) (← links)
- Non-causality: The role of the omitted variables (Q1274714) (← links)
- Cart before the horse? The saving--growth nexus in Mexico (Q1274783) (← links)
- The relative performance of bivariate causality tests in small samples (Q1278645) (← links)
- Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis (Q1313168) (← links)
- On the relationship between impulse response analysis, innovation accounting and Granger causality (Q1318524) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Simplified conditions for noncausality between vectors in multivariate ARMA models (Q1341213) (← links)
- A non-parametric approach to non-linear causality testing (Q1351101) (← links)
- Fitting ARMA time series by structural equation models (Q1362271) (← links)
- On the relationship between aggregate merger activity and the stock market: some further empirical evidence (Q1391632) (← links)
- Modelling the causal relationship between energy consumption and GDP in new Zealand, Australia, India, Indonesia, the Philippines and Thailand. (Q1427761) (← links)
- Feedback, causality and distance between ARMA models. (Q1428717) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- A decision support system for the budgeting of the Belgian health care system (Q1604090) (← links)
- How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
- Transfer mutual information: A new method for measuring information transfer to the interactions of time series (Q1620258) (← links)
- The mutual causality analysis between the stock and futures markets (Q1620652) (← links)
- A class of universal approximators of real continuous functions revisited (Q1623058) (← links)
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
- Information theoretic interpretation of frequency domain connectivity measures (Q1631768) (← links)
