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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 6 208 1 1 16 549
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 1 1 1,064
A note on the Hiemstra-Jones test for Granger non-causality 0 1 3 160 2 5 8 497
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 1 1 162
Asset pricing with a continuum of belief types 0 0 0 0 0 1 1 415
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 1 27 0 1 2 87
Conditional distribution resampling for time series 0 0 0 2 0 1 2 296
Consistent Testing for Serial Independence 0 0 0 0 0 1 1 117
Continuous Beliefs Dynamics 0 0 0 13 0 1 1 52
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 1 1 108
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 1 1 383
Dynamical Behavior of Agent Models 0 0 0 0 0 1 1 165
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 4 275 0 2 26 1,086
Endogenous Noise from Continuous Choice 0 0 0 0 1 1 2 151
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 1 1 47
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 1 2 2 160
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 0 2 2 132
Heterogeneity as a natural source of randomness 0 0 0 15 0 2 2 105
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 0 1 2 97
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 17 0 1 1 68
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 1 2 2 151
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 1 14 0 0 5 76
Location of investors and capitical flight 0 0 0 0 0 2 6 123
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 4 6 932
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 1 3 102 0 3 12 265
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 1 3 103
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 1 1 174
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 2 2 2 184
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 1 1 217
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 0 1 1 202
Partial Symbolic Transfer Entropy 0 2 6 139 1 4 21 405
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 2 2 60
Rank-based entropy tests for serial independence 0 0 0 51 0 1 2 202
Redundancies in the Earth's climatological time series 0 0 0 11 0 1 1 149
Test for serial independence based on quadratic forms 0 0 0 4 1 1 1 247
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 2 289
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 1 1 188
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 1 1 437
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 2 618 0 1 4 1,990
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 2 3 235
Total Working Papers 0 4 26 2,292 11 59 151 12,370

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 1 1 184 0 2 5 744
A new statistic and practical guidelines for nonparametric Granger causality testing 1 3 16 496 2 10 44 1,326
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 0 9 0 0 1 57
Computing in economics and finance 0 0 0 36 0 0 0 121
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 0 0 2 75
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 1 78 0 1 6 350
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 3 63 0 0 4 222
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 1 1 2 179
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 1 117
Likelihood-based scoring rules for comparing density forecasts in tails 1 3 7 113 1 3 11 345
More memory under evolutionary learning may lead to chaos 0 0 1 14 0 0 2 67
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 1 1 32 0 2 4 153
Quasicrystalline polymers 0 0 0 3 0 0 0 20
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 0 0 125
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 0 0 260
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 0 0 312
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 6 223 0 2 10 780
Total Journal Articles 2 8 36 1,500 4 21 92 5,300

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Statistics updated 2025-03-03