Pages that link to "Item:Q1351101"
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The following pages link to A non-parametric approach to non-linear causality testing (Q1351101):
Displaying 5 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
- A model-free characterization of causality (Q1929121) (← links)
- Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series (Q2137402) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
