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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 1 2 35 587
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 1 1 13 1,078
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 2 4 32 533
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 1 2 12 175
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 1 1 12 99
Conditional distribution resampling for time series 0 0 0 2 0 0 6 302
Consistent Testing for Serial Independence 0 0 0 0 1 1 3 123
Continuous Beliefs Dynamics 0 0 0 13 1 1 4 56
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 1 4 30 140
Dimension estimations, stock returns and volatility clustering 0 1 1 55 1 3 10 393
Dynamical Behavior of Agent Models 0 0 0 0 1 1 5 170
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 0 28 1,116
Endogenous Noise from Continuous Choice 0 0 0 0 1 1 8 159
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 1 2 10 57
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 4 166
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 4 5 18 153
Heterogeneity as a natural source of randomness 0 0 0 15 1 2 9 115
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 2 2 72 171
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 1 5 22 93
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 1 2 12 164
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 1 1 9 132
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 10 942
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 1 1 105 1 3 20 291
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 1 11 115
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 2 3 16 191
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 3 10 194
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 2 12 230
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 1 39 5 8 23 227
Partial Symbolic Transfer Entropy 0 1 2 146 1 2 24 445
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 2 3 9 211
Redundancies in the Earth's climatological time series 0 0 0 11 1 1 6 155
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 0 7 297
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 3 3 12 200
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 2 12 452
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 3 622 1 1 21 2,013
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 0 13 248
Total Working Papers 0 4 13 2,315 41 73 598 13,029

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 1 13 757
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 0 502 2 4 42 1,386
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 0 1 13 75
Computing in economics and finance 0 0 0 36 0 0 2 124
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 18 369
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 1 64 0 1 14 236
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 4 9 19 202
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 4 123
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 4 118 3 7 36 385
More memory under evolutionary learning may lead to chaos 0 0 0 14 1 2 18 85
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 4 11 166
Quasicrystalline polymers 0 0 0 3 1 1 4 25
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 13 141
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 1 1 11 273
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 0 15 330
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 4 227 0 3 36 824
Total Journal Articles 0 0 9 1,519 13 38 285 5,639

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Statistics updated 2026-09-10