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Time series analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Short and long run causality measures : theory and inference
Dufour, Jean-Marie
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774254
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2
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
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3
Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010473719
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4
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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5
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
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6
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
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7
Measuring nonlinear Granger causality in mean
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
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