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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 2 3 9 188 6 8 39 481
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 2 3 9 1,056
A note on the Hiemstra-Jones test for Granger non-causality 1 1 4 157 3 7 22 471
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 0 1 160
Asset pricing with a continuum of belief types 0 0 0 0 1 1 4 411
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 62 1 1 2 186
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 26 0 1 5 83
Conditional distribution resampling for time series 0 0 0 2 0 0 7 292
Consistent Testing for Serial Independence 0 0 0 0 0 0 2 114
Continuous Beliefs Dynamics 0 0 1 12 0 0 3 50
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 1 4 105
Dimension estimations, stock returns and volatility clustering 0 0 0 54 1 1 3 382
Dynamical Behavior of Agent Models 0 0 0 0 0 0 1 163
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 2 13 241 4 18 61 953
Endogenous Noise from Continuous Choice 0 0 0 0 0 0 1 149
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 1 1 1 46
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 1 158
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 1 23 3 3 5 123
Heterogeneity as a natural source of randomness 0 0 2 14 0 0 2 100
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 1 31 5 8 14 87
Identifying booms and busts in house prices under heterogeneous expectations 0 0 1 44 2 2 7 164
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 16 0 3 3 66
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 1 1 2 147
Likelihood-based scoring rules for comparing density forecasts in tails 1 1 1 7 2 2 3 57
Location of investors and capitical flight 0 0 0 0 0 3 20 112
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 1 24 889
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 2 93 1 2 7 215
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 0 3 100
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 1 6 168
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 1 3 67 1 2 5 177
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 1 38 0 0 5 199
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 2 68 1 3 6 210
Partial Symbolic Transfer Entropy 3 7 18 115 6 16 61 312
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 3 56
Rank-based entropy tests for serial independence 0 0 0 51 0 0 2 198
Redundancies in the Earth's climatological time series 0 0 0 11 0 0 1 147
Test for serial independence based on quadratic forms 0 0 0 4 0 1 2 244
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 2 286
Tests for serial independence and linearity based on correlation integrals 0 1 1 31 0 1 13 173
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 139 0 0 5 430
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 7 613 2 6 33 1,975
The correlation dimension of returns with stochastic volatility 0 0 0 1 1 1 5 229
Total Working Papers 7 17 67 2,276 45 98 405 12,124


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 3 181 2 5 28 725
A new statistic and practical guidelines for nonparametric Granger causality testing 3 7 22 425 10 26 90 1,116
Comments on "Global sunspots in OLG models" 0 0 0 8 0 0 1 47
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 8 1 1 3 53
Computing in economics and finance 0 0 1 36 1 2 8 120
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 1 1 2 69
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 2 75 1 2 14 321
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 1 4 55 2 3 13 205
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 27 0 2 5 164
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 0 113
Likelihood-based scoring rules for comparing density forecasts in tails 1 4 8 93 2 6 13 286
More memory under evolutionary learning may lead to chaos 0 0 0 13 1 1 2 63
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 31 1 1 9 148
Quasicrystalline polymers 0 0 0 3 0 0 0 18
Rank-based Entropy Tests for Serial Independence 0 0 0 29 0 0 0 121
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 0 0 260
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 80 1 2 6 302
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 2 2 15 204 6 12 49 714
Total Journal Articles 6 14 56 1,367 29 64 243 4,845


Statistics updated 2021-09-05