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Four tests of independence in spatiotemporal data
López, Fernando A.; Matilla-García, Mariano; Mur, Jésus - In: Papers in regional science : the journal of the … 90 (2011) 3, pp. 663-685
Persistent link: https://www.econbiz.de/10009379841
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Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193
Persistent link: https://www.econbiz.de/10010340239
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Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo; Romeu, Andres; Ruiz Marín, Manuel - In: Economic modelling 94 (2021), pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
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A non-parametric independence test using permutation entropy
Matilla-García, Mariano; Ruiz Marín, Manuel - 2008
Persistent link: https://www.econbiz.de/10003827432
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The BDS test and delay time
Matilla-García, Mariano; Sanz, Paloma; Vazquez, … - In: Applied economics letters 12 (2005) 2, pp. 109-113
Persistent link: https://www.econbiz.de/10002616238