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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 0 1 211 0 4 34 586
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 1 12 1,077
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 1 4 31 531
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 1 4 11 174
Asset pricing with a continuum of belief types 0 0 0 0 0 0 10 425
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 0 0 11 98
Conditional distribution resampling for time series 0 0 0 2 0 0 6 302
Consistent Testing for Serial Independence 0 0 0 0 0 1 3 122
Continuous Beliefs Dynamics 0 0 0 13 0 0 3 55
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 1 7 30 139
Dimension estimations, stock returns and volatility clustering 0 1 1 55 0 2 9 392
Dynamical Behavior of Agent Models 0 0 0 0 0 0 4 169
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 2 28 1,116
Endogenous Noise from Continuous Choice 0 0 0 0 0 1 7 158
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 2 9 56
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 1 4 166
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 0 1 16 149
Heterogeneity as a natural source of randomness 0 0 0 15 0 1 9 114
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 0 0 71 169
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 3 6 21 92
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 1 12 163
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 1 15 91
Location of investors and capitical flight 0 0 0 0 0 0 8 131
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 10 942
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 1 1 1 105 1 3 19 290
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 2 12 115
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 2 4 10 194
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 1 14 189
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 1 39 2 3 18 222
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 3 13 230
Partial Symbolic Transfer Entropy 0 1 2 146 0 1 25 444
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 4 64
Rank-based entropy tests for serial independence 0 0 0 51 0 2 7 209
Redundancies in the Earth's climatological time series 0 0 0 11 0 0 5 154
Test for serial independence based on quadratic forms 0 0 0 4 0 0 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 1 7 297
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 0 9 197
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 0 11 450
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 3 622 0 0 20 2,012
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 0 13 248
Total Working Papers 1 4 13 2,315 12 59 570 12,988

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 0 184 0 0 12 756
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 0 502 1 7 41 1,384
Comments on "Global sunspots in OLG models" 0 0 0 8 0 0 4 51
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 12 1 2 13 75
Computing in economics and finance 0 0 0 36 0 0 3 124
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 0 0 12 87
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 3 19 369
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 1 64 1 2 14 236
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 2 5 16 198
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 1 5 123
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 118 0 7 33 382
More memory under evolutionary learning may lead to chaos 0 0 0 14 1 1 17 84
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 2 4 11 166
Quasicrystalline polymers 0 0 0 3 0 1 3 24
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 14 141
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 0 11 272
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 0 16 330
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 4 227 1 5 36 824
Total Journal Articles 0 1 9 1,519 9 39 280 5,626

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Statistics updated 2026-08-07