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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 1 10 27 576
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 6 12 1,076
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 3 15 26 523
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 2 5 8 170
Asset pricing with a continuum of belief types 0 0 0 0 1 4 5 420
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 1 7 8 95
Conditional distribution resampling for time series 0 0 0 2 2 4 5 301
Consistent Testing for Serial Independence 0 0 0 0 0 1 4 121
Continuous Beliefs Dynamics 0 0 0 13 0 3 3 55
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 6 11 119
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 3 5 388
Dynamical Behavior of Agent Models 0 0 0 0 0 1 2 167
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 1 18 22 1,108
Endogenous Noise from Continuous Choice 0 0 0 0 1 3 4 155
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 1 6 7 54
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 1 1 3 163
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 1 6 13 145
Heterogeneity as a natural source of randomness 0 0 0 15 0 2 7 112
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 1 65 70 167
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 2 7 14 82
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 1 8 9 160
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 6 10 86
Location of investors and capitical flight 0 0 0 0 1 4 5 128
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 9 9 941
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 2 104 3 12 20 285
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 7 9 112
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 4 5 189
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 1 5 8 182
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 3 9 13 215
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 6 8 225
Partial Symbolic Transfer Entropy 1 1 6 145 4 12 36 441
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 1 3 3 63
Rank-based entropy tests for serial independence 0 0 0 51 1 2 3 205
Redundancies in the Earth's climatological time series 0 0 0 11 0 1 3 152
Test for serial independence based on quadratic forms 0 0 0 4 1 3 3 250
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 5 294
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 2 3 4 192
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 6 11 448
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 2 620 4 14 17 2,007
The correlation dimension of returns with stochastic volatility 0 0 0 1 2 5 11 246
Total Working Papers 1 1 17 2,309 47 295 448 12,818

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 1 8 11 755
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 6 502 3 15 44 1,370
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 2 8 14 71
Computing in economics and finance 0 0 0 36 0 1 2 123
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 1 6 8 83
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 6 10 360
Herding, a-synchronous updating and heterogeneity in memory in a CBS 1 1 1 64 1 4 7 229
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 3 6 12 191
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 3 5 122
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 117 1 17 26 371
More memory under evolutionary learning may lead to chaos 0 0 0 14 1 8 10 77
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 4 8 161
Quasicrystalline polymers 0 0 0 3 0 1 3 23
Rank-based Entropy Tests for Serial Independence 0 0 0 30 2 12 15 140
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 4 6 266
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 1 7 15 327
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 1 1 2 225 6 17 31 811
Total Journal Articles 2 3 16 1,516 22 127 227 5,527

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Statistics updated 2026-03-04