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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 new statistic and practical guidelines for nonparametric Granger causality testing 0 2 14 179 2 5 45 442
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 5 6 1,047
A note on the Hiemstra-Jones test for Granger non-causality 0 0 4 153 1 4 24 449
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 0 5 159
Asset pricing with a continuum of belief types 0 0 0 0 0 0 2 407
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 62 0 0 5 184
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 1 1 26 1 2 8 78
Conditional distribution resampling for time series 0 0 0 2 0 0 2 285
Consistent Testing for Serial Independence 0 0 0 0 0 0 2 112
Continuous Beliefs Dynamics 0 0 0 11 1 2 3 47
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 2 5 101
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 0 0 379
Dynamical Behavior of Agent Models 0 0 0 0 0 0 1 162
E&F Chaos: a user friendly software package for nonlinear economic dynamics 2 2 5 228 6 8 42 892
Endogenous Noise from Continuous Choice 0 0 0 0 0 0 4 148
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 0 1 45
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 3 157
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 1 2 3 22 1 5 12 118
Heterogeneity as a natural source of randomness 0 0 0 12 1 1 4 98
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 1 30 3 4 12 73
Identifying booms and busts in house prices under heterogeneous expectations 0 0 1 43 7 9 34 157
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 1 16 0 2 9 63
Informational differences and learning in an asset market with boundedly rational agents 0 1 1 28 1 3 4 145
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 0 6 0 3 16 54
Location of investors and capitical flight 0 0 0 0 1 4 32 92
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 18 865
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 1 6 91 2 7 20 208
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 0 1 97
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 1 2 64 1 2 7 172
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 1 2 10 162
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 37 0 1 6 194
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 2 66 0 1 6 204
Partial Symbolic Transfer Entropy 2 11 22 97 5 24 59 251
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 4 53
Rank-based entropy tests for serial independence 0 0 0 51 0 0 4 196
Redundancies in the Earth's climatological time series 0 0 0 11 0 0 1 146
Test for serial independence based on quadratic forms 0 0 0 4 0 0 5 242
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 3 284
Tests for serial independence and linearity based on correlation integrals 0 0 0 30 0 4 19 160
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 3 139 0 1 12 425
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 4 12 606 5 15 52 1,942
The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks 0 0 1 43 0 0 4 109
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 0 4 224
Total Working Papers 5 26 79 2,252 39 116 516 11,828


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 1 1 3 178 2 5 23 697
A new statistic and practical guidelines for nonparametric Granger causality testing 4 12 36 403 9 25 116 1,026
Comments on "Global sunspots in OLG models" 0 0 0 8 0 0 1 46
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 8 0 0 5 50
Computing in economics and finance 0 0 0 35 0 5 10 112
Detecting serial dependence in tail events: a test dual to the BDS test 0 1 1 16 0 2 4 67
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 1 1 1 73 2 3 13 307
Herding, a-synchronous updating and heterogeneity in memory in a CBS 1 1 2 51 3 5 11 192
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 2 2 27 0 5 11 159
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 2 113
Likelihood-based scoring rules for comparing density forecasts in tails 0 3 8 85 2 7 32 273
More memory under evolutionary learning may lead to chaos 0 0 1 13 1 2 10 61
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 2 30 1 1 9 139
Quasicrystalline polymers 0 0 0 3 0 0 0 18
Rank-based Entropy Tests for Serial Independence 0 0 1 29 0 0 5 121
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 1 59 0 0 1 260
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 1 3 80 0 2 14 296
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 3 18 189 3 14 61 665
Total Journal Articles 7 25 79 1,311 23 76 328 4,602


Statistics updated 2020-09-04