Nonparametric estimation and inference for conditional density based Granger causality measures
Year of publication: |
2014
|
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Authors: | Taamouti, Abderrahim ; Bouezmarni, Taoufik ; El Ghouch, Anouar |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 251-264
|
Subject: | Causality measures | Nonparametric estimation | Time series | Bernstein copula density | Local bootstrap | Exchange rates | Volatility index | Dividend–price ratio | Liquidity stock returns | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach |
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