A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent nonparametric test for nonlinear causality -- specification in time series regression |
scientific article |
Statements
A consistent nonparametric test for nonlinear causality -- specification in time series regression (English)
0 references
12 August 2016
0 references
nonlinear causality
0 references
causality up to \(K\)th moment
0 references
nonparametric test
0 references
omitted variables test
0 references
local alternatives
0 references
0 references
0 references
0 references
0 references
