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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

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

Nonparametric estimation and inference for Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - 2012

Persistent link: https://www.econbiz.de/10010473723

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

npbr : a package for nonparametric boundary regression in R

Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015

Persistent link: https://www.econbiz.de/10011302331

Vine copula Granger causality in mean

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013348254

Vine copula Granger causality in quantiles

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118

Persistent link: https://www.econbiz.de/10014446535

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

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