Similar Search Results

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

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

Semiparametric conditional quantile estimation through copula-based multivariate models

Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 167-178

Persistent link: https://www.econbiz.de/10011390008

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

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

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

Nonparametric tests for conditional independence using conditional distributions

Bouezmarni, Taoufik; Taamouti, Abderrahim - 2012

Persistent link: https://www.econbiz.de/10010473719

Stock market's reaction to money supply : a nonparametric analysis

Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 669-689

Persistent link: https://www.econbiz.de/10011431062

Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data

Bouezmarni, Taoufik; Scaillet, Olivier - In: Econometric theory 21 (2005) 2, pp. 390-412

Persistent link: https://www.econbiz.de/10002740729

Semi-Parametric Copula-Based Models Under Non-Stationarity

Nasri, Bouchra R. - 2018

In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent. We propose estimators for the unknown parameters and we establish the limiting distribution of the estimators of the copula and the...

Persistent link: https://www.econbiz.de/10012910485