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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 1 1 6 211 11 12 20 564
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 3 5 7 1,070
A note on the Hiemstra-Jones test for Granger non-causality 0 0 1 160 2 4 12 504
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 0 2 163
Asset pricing with a continuum of belief types 0 0 0 0 1 1 2 416
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 27 0 0 1 87
Conditional distribution resampling for time series 0 0 0 2 1 1 2 297
Consistent Testing for Serial Independence 0 0 0 0 0 1 4 120
Continuous Beliefs Dynamics 0 0 0 13 0 0 1 52
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 4 6 113
Dimension estimations, stock returns and volatility clustering 0 0 0 54 1 1 2 384
Dynamical Behavior of Agent Models 0 0 0 0 0 0 1 165
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 1 7 1,089
Endogenous Noise from Continuous Choice 0 0 0 0 1 1 2 152
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 0 1 47
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 3 5 8 138
Heterogeneity as a natural source of randomness 0 0 0 15 3 4 6 109
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 2 3 6 101
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 1 1 1 18 3 3 7 74
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 1 3 152
Likelihood-based scoring rules for comparing density forecasts in tails 2 2 2 16 2 3 3 79
Location of investors and capitical flight 0 0 0 0 0 0 3 123
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 4 932
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 3 104 2 2 16 273
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 1 2 104
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 0 2 175
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 1 1 3 185
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 1 2 218
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 1 4 205
Partial Symbolic Transfer Entropy 0 0 7 144 4 8 26 427
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 2 60
Rank-based entropy tests for serial independence 0 0 0 51 0 0 1 202
Redundancies in the Earth's climatological time series 0 0 0 11 1 1 2 150
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 0 1 290
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 1 1 2 189
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 1 4 440
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 2 619 0 0 4 1,992
The correlation dimension of returns with stochastic volatility 0 0 0 1 2 4 6 239
Total Working Papers 4 4 22 2,306 45 71 192 12,489

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 0 1 3 745
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 10 502 9 10 43 1,353
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 0 0 5 62
Computing in economics and finance 0 0 0 36 0 1 1 122
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 1 1 1 76
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 2 3 5 353
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 0 2 63 2 3 5 225
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 31 2 3 7 185
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 1 2 119
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 5 115 1 3 10 352
More memory under evolutionary learning may lead to chaos 0 0 0 14 0 1 1 68
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 0 0 4 155
Quasicrystalline polymers 0 0 0 3 0 0 1 21
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 3 128
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 0 1 2 262
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 2 4 6 318
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 1 1 2 224 4 5 16 793
Total Journal Articles 1 2 24 1,512 23 38 115 5,384

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Statistics updated 2025-11-08