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Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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A nonparametric copula based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009
Persistent link: https://www.econbiz.de/10003964473
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A nonparametric copula based test for conditional independence with applications to granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009
Persistent link: https://www.econbiz.de/10003971763
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Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
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Empirical likelihood confidence intervals for dependent duration data
El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric theory 27 (2011) 1, pp. 178-198
Persistent link: https://www.econbiz.de/10009127135
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Linear censored quantile regression : a novel minimum-distance approach
De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050854
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Measuring nonlinear Granger causality in mean
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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Measuring granger causality in quantiles
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
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Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10013441888