A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251)

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English	A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE	scientific article

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scholarly article

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A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (English)

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Wolfgang Karl Härdle

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Econometric Theory

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publication date

30 August 2012

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

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Limiting behavior of U-statistics for stationary, absolutely regular processes

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Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators

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Nonparameteric estimation in mixing sequences of random variables

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Root-N-Consistent Semiparametric Regression

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Semiparametric Estimation of Index Coefficients

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Testing for a unit root in time series regression

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Granger causality in risk and detection of extreme risk spillover between financial markets

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Central limit theorem for integrated square error of multivariate nonparametric density estimators

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Nonparametric curve estimation from time series

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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1

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Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987

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Financial econometrics: Past developments and future challenges

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Generalized autoregressive conditional heteroscedasticity

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Memory-universal prediction of stationary random processes

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Nonparametric time series prediction through adaptive model selection

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Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

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A simple consistent bootstrap test for a parametric regression function

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Consistent model specification tests for time series econometric models

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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On consistency in nonparametric estimation under mixing conditions.

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A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS

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Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler

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full work available at URL

https://doi.org/10.1017/s0266466611000685

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Identifiers

zbMATH Open document ID

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10.1017/S0266466611000685

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:2909251

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