Nonparametric estimation and inference for conditional density based Granger causality measures
Abderrahim Taamouti; Taoufik Bouezmarni; Anouar El Ghouch
| Year of publication: |
2014
|
|---|---|
| Authors: | Taamouti, Abderrahim ; Bouezmarni, Taoufik ; El Ghouch, Anouar |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 251-264
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| Subject: | Causality measures | Nonparametric estimation | Time series | Bernstein copula density | Local bootstrap | Exchange rates | Volatility index | Dividend–price ratio | Liquidity stock returns | Volatilität | Volatility | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Nichtparametrische Schätzung |
| Extent: | graph. Darst. |
|---|---|
| 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/10010433362