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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 3 9 35 585
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 1 1 12 1,077
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 2 6 29 529
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 3 3 11 173
Asset pricing with a continuum of belief types 0 0 0 0 0 5 10 425
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 0 3 11 98
Conditional distribution resampling for time series 0 0 0 2 0 1 6 302
Consistent Testing for Serial Independence 0 0 0 0 1 1 5 122
Continuous Beliefs Dynamics 0 0 0 13 0 0 3 55
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 4 17 27 136
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 2 7 390
Dynamical Behavior of Agent Models 0 0 0 0 0 2 4 169
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 2 8 28 1,116
Endogenous Noise from Continuous Choice 0 0 0 0 1 3 7 158
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 1 1 8 55
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 1 3 5 166
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 0 3 15 148
Heterogeneity as a natural source of randomness 0 0 0 15 0 1 8 113
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 0 2 71 169
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 2 19 2 6 19 88
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 2 11 162
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 4 14 90
Location of investors and capitical flight 0 0 0 0 0 3 8 131
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 1 10 942
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 1 104 1 3 21 288
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 2 11 114
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 6 14 188
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 1 2 7 191
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 3 11 228
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 0 4 17 219
Partial Symbolic Transfer Entropy 0 0 1 145 0 2 26 443
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 1 4 64
Rank-based entropy tests for serial independence 0 0 0 51 1 3 6 208
Redundancies in the Earth's climatological time series 0 0 0 11 0 2 5 154
Test for serial independence based on quadratic forms 0 0 0 4 0 6 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 7 297
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 5 9 197
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 2 13 450
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 2 3 622 0 5 21 2,012
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 2 13 248
Total Working Papers 0 2 11 2,311 27 138 558 12,956

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 1 12 756
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 1 502 5 12 46 1,382
Comments on "Global sunspots in OLG models" 0 0 0 8 0 4 4 51
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 2 12 1 3 16 74
Computing in economics and finance 0 0 0 36 0 1 3 124
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 0 4 12 87
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 6 16 366
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 1 64 1 6 13 235
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 0 2 11 193
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 1 1 6 123
Likelihood-based scoring rules for comparing density forecasts in tails 1 1 4 118 3 7 30 378
More memory under evolutionary learning may lead to chaos 0 0 0 14 0 6 16 83
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 1 9 162
Quasicrystalline polymers 0 0 0 3 1 1 4 24
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 0 14 140
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 6 11 272
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 3 18 330
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 2 4 227 2 10 35 821
Total Journal Articles 1 3 12 1,519 14 74 276 5,601

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Statistics updated 2026-06-04