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type:"article"
~person:"Taamouti, Abderrahim"
~subject:"Kausalanalyse"
~subject:"Statistical test"
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Kausalanalyse
Statistical test
Statistischer Test
5
Causality analysis
4
Nichtparametrisches Verfahren
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Aktienmarkt
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Taamouti, Abderrahim
Chang, Tsangyao
36
Dufour, Jean-Marie
23
Khalaf, Lynda
23
Baltagi, Badi H.
19
Taylor, Robert
19
Bera, Anil K.
17
Phillips, Peter C. B.
17
Andrews, Donald W. K.
16
Su, Chi-Wei
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Sun, Yixiao
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Chen, Yi-ting
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Leybourne, Stephen James
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Perron, Pierre
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Su, Liangjun
15
Kurozumi, Eiji
14
Shaikh, Azeem M.
14
Shi, Xiaoxia
14
White, Halbert
14
Westerlund, Joakim
13
Hong, Yongmiao
12
Kleibergen, Frank
12
Pesaran, M. Hashem
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Wied, Dominik
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Demetrescu, Matei
11
Guggenberger, Patrik
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Harvey, David I.
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Li, Qi
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McCracken, Michael W.
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Whang, Yoon-jae
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Canay, Ivan A.
10
Chang, Hsu-Ling
10
Delgado, Miguel A.
10
Linton, Oliver
10
Lobato, Ignacio N.
10
MacKinnon, James G.
10
Romano, Joseph P.
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Rossi, Barbara
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
3
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
4
Stock market's reaction to money supply : a nonparametric analysis
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 669-689
Persistent link: https://www.econbiz.de/10011431062
Saved in:
5
Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
Saved in:
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