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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 3 211 6 11 27 575
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 6 6 12 1,076
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 9 16 25 520
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 1 5 6 168
Asset pricing with a continuum of belief types 0 0 0 0 2 3 4 419
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 5 7 7 94
Conditional distribution resampling for time series 0 0 0 2 1 2 3 299
Consistent Testing for Serial Independence 0 0 0 0 1 1 4 121
Continuous Beliefs Dynamics 0 0 0 13 2 3 3 55
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 5 6 11 119
Dimension estimations, stock returns and volatility clustering 0 0 0 54 3 4 5 388
Dynamical Behavior of Agent Models 0 0 0 0 1 2 2 167
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 8 18 21 1,107
Endogenous Noise from Continuous Choice 0 0 0 0 0 2 4 154
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 2 6 6 53
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 3 162
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 4 6 12 144
Heterogeneity as a natural source of randomness 0 0 0 15 0 3 7 112
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 34 65 69 166
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 1 2 19 4 6 12 80
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 5 7 9 159
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 6 7 10 86
Location of investors and capitical flight 0 0 0 0 2 4 4 127
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 7 8 8 940
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 2 104 5 9 17 282
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 3 7 8 111
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 4 4 7 189
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 3 6 7 181
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 5 7 10 212
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 5 7 9 225
Partial Symbolic Transfer Entropy 0 0 5 144 4 10 33 437
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 1 2 2 62
Rank-based entropy tests for serial independence 0 0 0 51 1 2 2 204
Redundancies in the Earth's climatological time series 0 0 0 11 0 2 3 152
Test for serial independence based on quadratic forms 0 0 0 4 2 2 3 249
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 2 3 4 293
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 1 1 2 190
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 6 9 446
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 1 2 620 7 11 13 2,003
The correlation dimension of returns with stochastic volatility 0 0 0 1 3 5 9 244
Total Working Papers 0 2 16 2,308 162 282 412 12,771

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 6 9 10 754
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 7 502 9 14 43 1,367
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 5 7 12 69
Computing in economics and finance 0 0 0 36 1 1 2 123
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 4 6 7 82
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 5 7 10 360
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 0 63 3 3 6 228
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 1 3 10 188
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 1 3 5 122
Likelihood-based scoring rules for comparing density forecasts in tails 1 2 5 117 12 18 26 370
More memory under evolutionary learning may lead to chaos 0 0 0 14 5 8 9 76
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 3 6 8 161
Quasicrystalline polymers 0 0 0 3 1 2 3 23
Rank-based Entropy Tests for Serial Independence 0 0 0 30 10 10 13 138
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 4 4 6 266
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 6 8 14 326
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 1 224 8 12 25 805
Total Journal Articles 1 2 16 1,514 84 121 209 5,505

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Statistics updated 2026-02-12