Results 281 to 290 of about 71,061 (302)

A Kernel Test of Nonlinear Granger Causality

2008
We present a novel test of nonlinear Granger causality in bivariate time series. The trace norm of conditional covariance operators is used to capture the prediction errors. Based on this measure, a subsampling-based multiple testing procedure tests the prediction improvement of one time series by the other one.
openaire   +1 more source

Bivariate Granger causality test [PDF]

Stata Technical Bulletin, 2000
openaire  

Testing for Granger-causality in quantiles

Econometric Reviews, 2018
Victor Emilio Troster
exaly  

The Nexus between Technology Innovation and CO 2 Emissions in Malaysia: Evidence from Granger Causality Test

Energy Procedia, 2017
Kwang-Jing Yii
exaly  

Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach

Energy Economics, 2015
Lean Yu, Ling Tang
exaly  

The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test

Finance Research Letters, 2019
Ender Demir, Gareth Downing, Giray Gozgor   +2 more
exaly  

A Copula Nonlinear Granger Causality

Economic Modelling, 2020
Jong-Min Kim, Namgil Lee
exaly  

Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test

European Journal of Finance, 2014
Tsangyao Chang, Chien-Chiang Lee
exaly  

11.2. Bivariate Granger Causality Tests

1994
openaire   +1 more source

Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect

Energy Economics, 2020
Fenghua Wen, Xiong Wang
exaly