A non-parametric approach to non-linear causality testing

DOI10.1016/0165-1765(95)00791-1zbMath0875.90178MaRDI QIDQ1351101

O. Diekmann

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00791-1

zbMATH Keywords

Non-linear Granger causality; Non-parametric estimation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B82: Statistical methods; economic indices and measures

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Cites Work

• Linear smoothers and additive models
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Economic processes involving feedback
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