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A consistent nonparametric test for nonlinear causality : specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10009374481
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The implied arbitrage mechanism in financial markets
Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796