Testing Granger non-causality in expectiles

Cites Work

Generalized autoregressive conditional heteroscedasticity
Quantile regression.
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Goodness of Fit and Related Inference Processes for Quantile Regression
Title not available (Why is that?)
Title not available (Why is that?)
Asymmetric Least Squares Estimation and Testing
Generalized quantiles as risk measures
Coherence and elicitability
A consistent characteristic function-based test for conditional independence
Nonparametric tests for conditional independence using conditional distributions
Geoadditive expectile regression
Statistical inference for expectile-based risk measures
Optimal expectile smoothing
Assessing value at risk with CARE, the conditional autoregressive expectile models
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Estimation of Tail Risk Based on Extreme Expectiles
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Title not available (Why is that?)
Short and long run causality measures: theory and inference
Testing for Granger-causality in quantiles
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
Expectile asymptotics
On confidence intervals for semiparametric expectile regression
Title not available (Why is that?)
Extremiles: A New Perspective on Asymmetric Least Squares
A consistent nonparametric test for causality in quantile
Nonparametric estimation and inference for conditional density based Granger causality measures
Money-income Granger-causality in quantiles
Measuring Granger Causality in Quantiles
Measuring Nonlinear Granger Causality in Mean

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