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  • Search: subject:"Granger causality in expectiles"
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Asymmetric loss function 1 Causality analysis 1 Estimation theory 1 Granger causality in distribution 1 Granger causality in expectiles 1 Kausalanalyse 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 expectile regression function 1 sup-Wald test 1
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English 1
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Bouezmarni, Taoufik 1 Doukali, Mohamed 1 Taamouti, Abderrahim 1
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Econometric reviews 1
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Testing Granger non-causality in expectiles
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - In: Econometric reviews 43 (2024) 1, pp. 30-51
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