- Home
- Publications
- Publication Search
- Publication Details
Title
Measuring Granger Causality in Quantiles
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume -, Issue -, Pages 1-42
Publisher
Informa UK Limited
Online
2020-03-09
DOI
10.1080/07350015.2020.1739531
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Measuring Nonlinear Granger Causality in Mean
- (2017) Xiaojun Song et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Testing independence based on Bernstein empirical copula and copula density
- (2017) M. Belalia et al. JOURNAL OF NONPARAMETRIC STATISTICS
- Testing for Granger-causality in quantiles
- (2016) Victor Troster Econometric Reviews
- A significance test for covariates in nonparametric regression
- (2015) Pascal Lavergne et al. Electronic Journal of Statistics
- Nonparametric estimation and inference for conditional density based Granger causality measures
- (2014) Abderrahim Taamouti et al. JOURNAL OF ECONOMETRICS
- Nonparametric tests for conditional independence using conditional distributions
- (2014) Taoufik Bouezmarni et al. JOURNAL OF NONPARAMETRIC STATISTICS
- A copula approach to assessing Granger causality
- (2014) Meng Hu et al. NEUROIMAGE
- Significance testing in quantile regression
- (2013) Stanislav Volgushev et al. Electronic Journal of Statistics
- Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
- (2012) Taoufik Bouezmarni et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
- (2012) Qi Li et al. JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Time-varying linear and nonlinear parametric model for Granger causality analysis
- (2012) Yang Li et al. PHYSICAL REVIEW E
- Quality of Fit Measures in the Framework of Quantile Regression
- (2012) HOHSUK NOH et al. SCANDINAVIAN JOURNAL OF STATISTICS
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
- (2012) Kiho Jeong et al. ECONOMETRIC THEORY
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
- (2011) Emmanuel Guerre et al. ECONOMETRIC THEORY
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
- (2010) Efang Kong et al. ECONOMETRIC THEORY
- Short and long run causality measures: Theory and inference
- (2009) Jean-Marie Dufour et al. JOURNAL OF ECONOMETRICS
- Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
- (2009) Zongwu Cai et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Bandwidth Selection in Nonparametric Kernel Testing
- (2009) Jiti Gao et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Kernel Method for Nonlinear Granger Causality
- (2008) Daniele Marinazzo et al. PHYSICAL REVIEW LETTERS
Find Funding. Review Successful Grants.
Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.
ExploreFind the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
Search