Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10005307243
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...
Persistent link: https://www.econbiz.de/10005202894
Persistent link: https://www.econbiz.de/10007691742
Persistent link: https://www.econbiz.de/10005748728
Persistent link: https://www.econbiz.de/10005583823