A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

DOI10.1017/S0266466611000685zbMath1419.62102MaRDI QIDQ2909251

Kiho Jeong, Song Song, Wolfgang Karl Härdle

Publication date: 30 August 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466611000685

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

91B82: Statistical methods; economic indices and measures

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Uses Software

• MM*Stat

Cites Work

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