Pages that link to "Item:Q756841"
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The following pages link to The decomposition and measurement of the interdependency between second- order stationary processes (Q756841):
Displaying 14 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Information theoretic interpretation of frequency domain connectivity measures (Q1631768) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
- A numerical method for factorizing the rational spectral density matrix (Q3103179) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Some Theoretical and Simulation Results on the Frequency Domain Causality Test (Q5080479) (← links)
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
