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Journal of Applied Statistics
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February 19, 2024
New nonparametric measures for instantaneous and granger-causality tail co-dependence
Cees Diks, Marcin Wolski
Entropy (Basel, Switzerland)
|
December 8, 2020
A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy
Cees Diks, Hao Fang
Nonlinear Dynamics, Psychology, and Life Sciences
|
June 17, 2018
Information Cost, Memory Length and Market Instability
Cees Diks, Xindan Li, Chengyao Wu
Plos One
|
July 15, 2017
Assessment of resampling methods for causality testing: A note on the US inflation behavior
Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, et al.
Frontiers in Big Data
|
June 7, 2021
Functional Structure in Production Networks
Carolina E S Mattsson, Frank W Takes, Eelke M Heemskerk, et al.
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of 1
Search research articles
Search
Showing results (1-10 of 5) with videos related to
Sort By:
Page
of 1
Journal of Applied Statistics
|
February 19, 2024
New nonparametric measures for instantaneous and granger-causality tail co-dependence
Cees Diks, Marcin Wolski
Entropy (Basel, Switzerland)
|
December 8, 2020
A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy
Cees Diks, Hao Fang
Nonlinear Dynamics, Psychology, and Life Sciences
|
June 17, 2018
Information Cost, Memory Length and Market Instability
Cees Diks, Xindan Li, Chengyao Wu
Plos One
|
July 15, 2017
Assessment of resampling methods for causality testing: A note on the US inflation behavior
Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, et al.
Frontiers in Big Data
|
June 7, 2021
Functional Structure in Production Networks
Carolina E S Mattsson, Frank W Takes, Eelke M Heemskerk, et al.
Page
of 1