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~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~subject:"conditional independence"
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conditional independence
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BOUEZMARNI, Taoufik
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Bouezmarni, Taoufik
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ROMBOUTS, Jeroen
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Rombouts, Jeroen
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TAAMOUTI, Abderrahim
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Taamouti, Abderrahim
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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A nonparametric copula based test for conditional independence with applications to Granger causality
BOUEZMARNI, Taoufik
;
ROMBOUTS, Jeroen
;
TAAMOUTI, Abderrahim
-
Center for Operations Research and Econometrics (CORE), …
-
2009
Persistent link: https://www.econbiz.de/10008550166
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2
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen
;
Taamouti, Abderrahim
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2009
data to test for nonlinear leverage versus
volatility
feedback effects and to test for causality between stock returns and …
Persistent link: https://www.econbiz.de/10005101068
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