A non-parametric approach to non-linear causality testing
From MaRDI portal
Publication:1351101
DOI10.1016/0165-1765(95)00791-1zbMath0875.90178MaRDI QIDQ1351101
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00791-1
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
Related Items
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form, Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment, A new statistic and practical guidelines for nonparametric Granger causality testing, A model-free characterization of causality, A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Cites Work