A consistent nonparametric test for nonlinear causality : specification in time series regression
Yoshihiko Nishiyama; Kohtaro Hitomi; Yoshinori Kawasaki; Kiho Jeong
| Year of publication: |
2011
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|---|---|
| Authors: | Nishiyama, Yoshihiko ; Hitomi, Kohtaro ; Kawasaki, Yoshinori ; Jeong, Kiho |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 165.2011, 1 (3.11.), p. 112-127
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| Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009374481