Pages that link to "Item:Q738056"

The following pages link to A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056):

Displaying 10 items.

• Time-dependent copulas (Q443766) (← links)
• Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
• Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184) (← links)
• Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• The reaction of stock market returns to unemployment (Q2691716) (← links)
• CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)