A consistent nonparametric test for causality in quantile
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Cites work
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
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Cited in
(31)- Measuring Granger Causality in Quantiles
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Jumps beyond the realms of cricket: India's performance in one day internationals and stock market movements
- Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
- Measuring network systemic risk contributions: a leave-one-out approach
- Quantile Granger causality in the presence of instability
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
- Granger causality test in quantiles and conditional VaR estimation of continuously rising and falling returns
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Significance testing in quantile regression
- Testing for Granger-causality in quantiles
- A consistent nonparametric test for the structure change in quantile regression
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Stock market's reaction to money supply: a nonparametric analysis
- Bayesian causal effects in quantiles: accounting for heteroscedasticity
- Macroeconomic imbalances and financial stress among BRICS: analysis of frequency-dependent and asymmetric causal nexuses
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST
- Debiased quantile significance testing with machine learning methods
- Testing for additivity in nonparametric quantile regression
- Stock returns, crude oil and gold prices in Turkey: evidence from rolling window-based nonparametric quantile causality test
- Do changes in the real exchange rate affect the trade balance? Evidence from European countries
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- Nonparametric Tests of the Causal Null With Nondiscrete Exposures
- Formalizing multiresolution statistical causality tests: A comprehensive review and empirical analysis
- Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test
- Asymptotics for out of sample tests of Granger causality
- Nonparametric Test for Causality with Long-range Dependence
- Testing Granger non-causality in expectiles
- New nonparametric measures for instantaneous and granger-causality tail co-dependence
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