A non-parametric approach to non-linear causality testing
Year of publication: |
1996
|
---|---|
Authors: | Bell, David N. F. |
Other Persons: | Kay, Jim (contributor) ; Malley, James R. (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 51.1996, 1, p. 7-18
|
Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
-
Nonparametric significance testing
Lavergne, Pascal, (2000)
-
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
- More ...
-
Nonparametric regression and causality testing : a Monte-Carlo study
Bell, David N. F., (1998)
-
The specification, estimation and simulation of a small global macroeconomic model
Malley, James R., (1991)
-
Nonparametric Regression Techniques: An Application to Causality Testing
Malley, Jim, (1995)
- More ...