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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 1 3 211 3 16 21 569
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 3 7 1,070
A note on the Hiemstra-Jones test for Granger non-causality 0 0 1 160 3 9 19 511
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 2 4 6 167
Asset pricing with a continuum of belief types 0 0 0 0 1 2 2 417
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 1 2 3 89
Conditional distribution resampling for time series 0 0 0 2 1 2 3 298
Consistent Testing for Serial Independence 0 0 0 0 0 0 4 120
Continuous Beliefs Dynamics 0 0 0 13 1 1 2 53
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 1 1 7 114
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 2 3 385
Dynamical Behavior of Agent Models 0 0 0 0 0 1 2 166
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 9 10 15 1,099
Endogenous Noise from Continuous Choice 0 0 0 0 2 3 4 154
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 3 4 5 51
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 4 162
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 1 5 10 140
Heterogeneity as a natural source of randomness 0 0 0 15 2 6 9 112
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 30 33 36 132
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 2 2 19 1 5 9 76
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 2 2 5 154
Likelihood-based scoring rules for comparing density forecasts in tails 0 2 2 16 0 3 4 80
Location of investors and capitical flight 0 0 0 0 1 2 3 125
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 1 4 933
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 2 104 4 6 13 277
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 3 4 6 108
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 1 3 185
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 1 3 5 178
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 3 6 207
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 2 4 220
Partial Symbolic Transfer Entropy 0 0 6 144 4 10 31 433
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 1 1 3 61
Rank-based entropy tests for serial independence 0 0 0 51 0 1 2 203
Redundancies in the Earth's climatological time series 0 0 0 11 1 3 4 152
Test for serial independence based on quadratic forms 0 0 0 4 0 0 1 247
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 1 2 291
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 1 2 189
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 4 8 444
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 1 2 620 3 4 7 1,996
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 4 8 241
Total Working Papers 0 6 18 2,308 86 165 292 12,609

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 1 184 1 3 6 748
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 9 502 3 14 41 1,358
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 1 2 7 64
Computing in economics and finance 0 0 0 36 0 0 1 122
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 1 3 3 78
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 1 4 5 355
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 0 63 0 2 3 225
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 2 4 9 187
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 2 2 4 121
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 5 116 4 7 15 358
More memory under evolutionary learning may lead to chaos 0 0 0 14 2 3 4 71
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 1 3 6 158
Quasicrystalline polymers 0 0 0 3 0 1 2 22
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 0 3 128
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 0 2 262
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 4 8 320
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 1 1 224 3 8 17 797
Total Journal Articles 0 2 20 1,513 21 60 136 5,421

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Statistics updated 2026-01-09