Pages that link to "Item:Q1351101"

The following pages link to A non-parametric approach to non-linear causality testing (Q1351101):

Displaying 8 items.

• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• A model-free characterization of causality (Q1929121) (← links)
• Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series (Q2137402) (← links)
• Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
• Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)
• Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (Q5300724) (← links)