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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 2 211 5 12 31 581
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 1 13 26 524
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 3 8 170
Asset pricing with a continuum of belief types 0 0 0 0 2 5 7 422
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 1 7 9 96
Conditional distribution resampling for time series 0 0 0 2 1 4 6 302
Consistent Testing for Serial Independence 0 0 0 0 0 1 4 121
Continuous Beliefs Dynamics 0 0 0 13 0 2 3 55
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 3 8 14 122
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 10 23 1,109
Endogenous Noise from Continuous Choice 0 0 0 0 1 2 5 156
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 3 7 54
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 1 3 163
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 2 7 15 147
Heterogeneity as a natural source of randomness 0 0 0 15 0 0 7 112
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 0 35 69 167
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 2 8 15 84
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 6 9 160
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 1 7 11 87
Location of investors and capitical flight 0 0 0 0 1 4 6 129
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 8 9 941
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 2 104 1 9 21 286
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 4 9 112
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 1 5 6 190
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 2 6 10 184
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 9 14 216
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 5 8 225
Partial Symbolic Transfer Entropy 0 1 6 145 0 8 36 441
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 2 3 63
Rank-based entropy tests for serial independence 0 0 0 51 1 3 4 206
Redundancies in the Earth's climatological time series 0 0 0 11 1 1 4 153
Test for serial independence based on quadratic forms 0 0 0 4 1 4 4 251
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 4 6 295
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 2 5 6 194
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 4 11 448
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 1 1 3 621 3 14 20 2,010
The correlation dimension of returns with stochastic volatility 0 0 0 1 2 7 13 248
Total Working Papers 1 2 17 2,310 37 246 481 12,855

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 7 11 755
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 4 502 2 14 40 1,372
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 9 16 73
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 9 84
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 3 8 13 363
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 1 1 64 0 4 7 229
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 1 5 11 192
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 1 5 122
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 117 1 14 27 372
More memory under evolutionary learning may lead to chaos 0 0 0 14 2 8 12 79
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 3 8 161
Quasicrystalline polymers 0 0 0 3 0 1 3 23
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 12 15 140
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 3 7 8 269
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 7 15 327
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 1 2 225 1 15 30 812
Total Journal Articles 0 3 14 1,516 16 122 232 5,543

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Statistics updated 2026-04-09