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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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Nonparametric estimation and inference for Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - 2012
Persistent link: https://www.econbiz.de/10010473723
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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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Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010473719
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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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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
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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
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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