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Disambiguation of "Diks, Cees"

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Nonlinear Granger Causality: Guidelines for Multivariate Analysis

, and . Journal of Applied Econometrics, 31 (7): 1333--1351 (November 2016)
DOI: 10.1002/jae.2495

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Edward Banké Ceesay

 

Other publications of authors with the same name

Removing Spurious Concepts from Neural Network Representations via Joint Subspace Estimation., , , and . CoRR, (2023)Financial networks based on Granger causality: A case study, , , and . Physica A: Statistical Mechanics and its Applications, (September 2017)A new statistic and practical guidelines for nonparametric Granger causality testing, and . Journal of Economic Dynamics and Control, 30 (9-10): 1647--1669 (00 2006)A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy., and . Entropy, 22 (10): 1123 (2020)Detecting serial dependence in tail events: a test dual to the BDS test. Economics Letters, 79 (3): 319--324 (June 2003)Herding, a-synchronous updating and heterogeneity in memory in a CBS, and . Journal of Economic Dynamics and Control, 29 (4): 741--763 (April 2005)Informational differences and learning in an asset market with boundedly rational agents, and . Journal of Economic Dynamics and Control, 32 (5): 1432--1465 (May 2008)The correlation dimension of returns with stochastic volatility. Quantitative Finance, 4 (1): 45--54 (2004)Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods., and . Entropy, 19 (7): 372 (2017)Nonlinear Granger Causality: Guidelines for Multivariate Analysis, and . Journal of Applied Econometrics, 31 (7): 1333--1351 (November 2016)