Pages that link to "Item:Q4530992"
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The following pages link to Nonparametric Test for Causality with Long-range Dependence (Q4530992):
Displaying 11 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Time-dependent copulas (Q443766) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- A model-free characterization of causality (Q1929121) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
