A consistent nonparametric test for nonlinear causality : specification in time series regression
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
|
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 |
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