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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 1 3 211 2 14 18 566
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 5 7 1,070
A note on the Hiemstra-Jones test for Granger non-causality 0 0 1 160 4 7 16 508
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 2 2 4 165
Asset pricing with a continuum of belief types 0 0 0 0 0 1 2 416
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 1 1 2 88
Conditional distribution resampling for time series 0 0 0 2 0 1 2 297
Consistent Testing for Serial Independence 0 0 0 0 0 0 4 120
Continuous Beliefs Dynamics 0 0 0 13 0 0 1 52
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 3 6 113
Dimension estimations, stock returns and volatility clustering 0 0 0 54 1 2 3 385
Dynamical Behavior of Agent Models 0 0 0 0 1 1 2 166
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 1 2 6 1,090
Endogenous Noise from Continuous Choice 0 0 0 0 0 1 2 152
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 1 1 2 48
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 4 162
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 1 4 9 139
Heterogeneity as a natural source of randomness 0 0 0 15 1 4 7 110
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 1 3 6 102
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 1 2 2 19 1 4 8 75
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 0 3 152
Likelihood-based scoring rules for comparing density forecasts in tails 0 2 2 16 1 4 4 80
Location of investors and capitical flight 0 0 0 0 1 1 3 124
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 4 932
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 3 104 0 2 11 273
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 1 3 105
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 2 2 4 177
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 1 3 185
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 1 3 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 2 5 206
Partial Symbolic Transfer Entropy 0 0 7 144 2 8 28 429
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 2 60
Rank-based entropy tests for serial independence 0 0 0 51 1 1 2 203
Redundancies in the Earth's climatological time series 0 0 0 11 1 2 3 151
Test for serial independence based on quadratic forms 0 0 0 4 0 0 1 247
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 1 2 291
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 1 2 189
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 2 6 442
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 1 1 2 620 1 1 4 1,993
The correlation dimension of returns with stochastic volatility 0 0 0 1 2 6 8 241
Total Working Papers 2 6 20 2,308 34 92 212 12,523

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 0 1 184 2 3 5 747
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 9 502 2 11 39 1,355
Comments on "Global sunspots in OLG models" 0 0 0 8 0 0 0 47
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 3 12 1 1 6 63
Computing in economics and finance 0 0 0 36 0 0 1 122
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 1 2 2 77
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 1 3 5 354
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 0 63 0 3 3 225
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 0 2 7 185
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 2 119
Likelihood-based scoring rules for comparing density forecasts in tails 1 2 6 116 2 5 12 354
More memory under evolutionary learning may lead to chaos 0 0 0 14 1 2 2 69
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 2 2 6 157
Quasicrystalline polymers 0 0 0 3 1 1 2 22
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 0 3 128
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 0 2 262
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 2 5 8 320
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 1 1 224 1 6 16 794
Total Journal Articles 1 3 21 1,513 16 46 121 5,400

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Statistics updated 2025-12-06