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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems 1 1 16 73 4 9 33 193
A new statistic and practical guidelines for nonparametric Granger causality testing 0 3 21 25 1 10 47 59
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 4 16 79 890
A note on the Hiemstra-Jones test for Granger non-causality 2 5 11 15 2 8 22 37
A weak bifucation theory for discrete time stochastic dynamical systems 0 0 3 3 2 2 12 12
A weak bifurcation theory for discrete time stochastic dynamical systems 1 3 7 8 4 7 21 26
Asset pricing with a continuum of belief types 0 0 0 0 4 9 29 316
Conditional distribution resampling for time series 0 0 0 2 1 4 24 233
Consistent Testing for Serial Independence 0 0 0 0 0 1 5 87
Continuous Beliefs Dynamics 0 0 1 1 0 1 6 7
Continuous Beliefs Dynamics 1 1 2 48 1 1 3 161
Detecting Serial Dependence in Tail Events 0 1 1 72 2 3 8 344
Detecting serial dependence in tail events: A test dual to BDS test 3 6 8 9 6 12 29 36
Dimension estimations, stock returns and volatility clustering 0 0 0 53 0 4 16 339
Dynamical Behavior of Agent Models 0 0 0 0 2 4 8 148
E&F Chaos: a user friendly software package for nonlinear economic dynamics 4 11 44 58 9 39 149 192
Endogenous Noise from Continuous Choice 0 0 0 0 0 2 6 116
Equivalence and Bifurcations of Finite Order Stochastic Processes 1 1 1 12 1 1 5 105
Equivalence and bifurcations of finite order stochastic processes 1 2 2 2 2 3 4 5
Equivalence and bifurcations of finite order stochastic processes 0 0 1 1 1 1 9 9
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 2 15 111
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 1 6 61 2 9 28 320
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 1 1 2 2 1 2 15 17
Heterogeneity as a Natural Source of Randomness 0 4 5 64 0 9 23 276
Heterogeneity as a natural source of randomness 1 1 2 2 2 4 12 17
Informational differences and learning in an asset market with boundedly rational agents 1 2 7 9 2 4 24 32
Informational differences and learning in an asset market with boundedly rational agents 0 0 1 1 0 0 19 19
Location of Investors and Capital Flight 0 1 3 90 0 8 17 276
Location of investors and capitical flight 0 0 0 0 0 1 10 11
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 6 12 71 487
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 5 45 0 0 11 179
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 1 6 7 1 3 15 17
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 1 3 11 11 4 9 30 30
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 3 20 20 5 13 30 30
Out-of-sample comparison of copula specifications in multivariate density forecasts 3 5 43 43 7 10 52 52
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 1 5 21 32 2 13 49 79
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 5 15 2 12 29 41
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 2 3 18 45 4 9 64 112
Rank-based entropy tests for serial independence 0 3 13 18 2 5 19 33
Redundancies in the Earth's climatological time series 0 0 0 11 0 0 3 124
Test for serial independence based on quadratic forms 0 0 0 4 1 2 32 173
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 27 210
Tests for Serial Independence and Linearity based on Correlation Integrals 1 4 10 163 3 9 32 441
Tests for serial independence and linearity based on correlation integrals 2 4 4 5 2 4 15 19
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 3 4 25 31 6 13 65 90
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 14 23 80 135 28 70 238 388
The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks 1 2 7 30 1 2 14 82
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 3 15 187
Total Working Papers 45 104 412 1,230 128 368 1,489 7,168

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Hiemstra-Jones Test for Granger Non-causality 0 5 18 67 1 11 159 339
A new statistic and practical guidelines for nonparametric Granger causality testing 1 5 8 43 2 8 21 108
Comments on "Global sunspots in OLG models" 0 1 2 8 0 1 2 26
Computing in economics and finance 0 1 3 19 0 3 7 64
Detecting serial dependence in tail events: a test dual to the BDS test 0 1 1 13 0 2 4 37
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 2 3 16 22 6 13 54 76
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 1 5 12 0 1 10 64
Informational differences and learning in an asset market with boundedly rational agents 0 1 7 8 0 1 27 36
Rank-based Entropy Tests for Serial Independence 0 1 4 4 0 2 12 12
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 2 3 51 0 8 23 214
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 2 6 6 4 12 29 29
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 5 11 46 49 10 29 133 145
Total Journal Articles 8 34 119 302 23 91 481 1,150

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Statistics updated 2009-11-04