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Prewhitened kernel estimators of 2π times the spectral density at frequency zero of nonparametric regression errors

Jeong, Kiho - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 107-122

Persistent link: https://www.econbiz.de/10001560709

Kernel estimators of 2π times the spectral density at frequency zero of nonparametric regression errors

Jeong, Kiho - In: Journal of economic theory and econometrics : journal … 2 (1996) 1, pp. 125-135

Persistent link: https://www.econbiz.de/10001561929

A Consistent Nonparametric Test for Causality in Quantile

Jeong, Kiho - 2017

This paper proposes a nonparametric test of causality in quantile. Zheng (1998) has proposed an idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data. We extend Zheng's approach to the case of dependent...

Persistent link: https://www.econbiz.de/10012966261

A consistent nonparametric test for nonlinear causality : specification in time series regression

Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127

Persistent link: https://www.econbiz.de/10009374481

A consistent nonparametric test for causality in quantile

Jeong, Kiho (contributor); Härdle, Wolfgang (contributor) - 2008

Persistent link: https://www.econbiz.de/10003636023

A consistent nonparametric test for causality in quantile

Jeong, Kiho; Härdle, Wolfgang; Song, Song - In: Econometric theory 28 (2012) 4, pp. 861-887

Persistent link: https://www.econbiz.de/10009669732