Bell, David; Kay, Jim; Malley, Jim - In: Scottish Journal of Political Economy 45 (1998) 5, pp. 528-52
In this paper, the authors propose a new procedure for causality testing using nonparametric additive models. They argue that the major advantage of their proposed method is that it can be used if the underlying data generation process (DGP) is either linear or nonlinear. The authors' results...