Nonparametric Test for Causality with Long-range Dependence
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Cited in
(14)- Consistent order selection with strongly dependent data and its application to efficient estimation.
- A model-free characterization of causality
- A bootstrap causality test for covariance stationary processes
- A consistent nonparametric test for causality in quantile
- Specification testing for regression models with dependent data
- Asymptotic inference results for multivariate long‐memory processes
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION
- Time-dependent copulas
- Persistence-robust surplus-lag Granger causality testing
- Nonparametric Tests of the Causal Null With Nondiscrete Exposures
- Multivariate linear and nonlinear causality tests
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
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