A consistent nonparametric test for nonlinear causality—Specification in time series regression
Year of publication: |
2011
|
---|---|
Authors: | Nishiyama, Yoshihiko ; Hitomi, Kohtaro ; Kawasaki, Yoshinori ; Jeong, Kiho |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 1, p. 112-127
|
Publisher: |
Elsevier |
Subject: | Nonlinear causality | Causality up to Kth moment | Nonparametric test | Omitted variables test | Local alternatives |
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