In time series analysis, tests for independence, symmetry, and goodness-of-fit based on divergence measures, such as the Kullback-Leibler divergence or Hellinger distance are currently receiving much interest.We consider replacing the divergence measures in these tests by kernel-based positive...

The paper addresses a problem in a frequently used nonparametric test for Granger causality (Hiemstra and Jones, 1994). Some examples suffice to show that the equality tested in general is not an implication of the null hypothesis of conditional independence. Upon deriving the asymptotic bias we...