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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 2 7 200 1 5 22 522
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 0 1 1,059
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 157 0 1 9 485
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 0 1 161
Asset pricing with a continuum of belief types 0 0 0 0 0 1 2 414
Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices 0 0 0 26 0 0 0 84
Conditional distribution resampling for time series 0 0 0 2 0 0 0 292
Consistent Testing for Serial Independence 0 0 0 0 0 0 2 116
Continuous Beliefs Dynamics 0 0 1 13 0 0 1 51
Detecting serial dependence in tail events: A test dual to BDS test 0 0 0 18 0 0 2 107
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 0 0 382
Dynamical Behavior of Agent Models 0 0 0 0 0 1 1 164
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 2 17 268 2 12 47 1,038
Endogenous Noise from Continuous Choice 0 0 0 0 0 0 0 149
Equivalence and bifurcations of finite order stochastic processes 0 0 0 5 0 0 0 46
Financial markets with heterogeneous agents as nonlinear news filters 0 0 0 0 0 0 0 158
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 0 0 0 130
Heterogeneity as a natural source of randomness 0 0 1 15 0 0 1 103
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 2 33 0 0 4 93
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 17 0 0 0 67
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 0 0 1 148
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 1 10 0 0 2 65
Location of investors and capitical flight 0 0 0 0 0 0 0 116
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 12 919
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 0 3 98 1 4 18 242
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 0 0 100
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 0 0 170
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 2 70 0 0 2 180
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 0 0 0 200
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 2 71 0 0 2 213
Partial Symbolic Transfer Entropy 0 2 5 127 1 7 31 364
Phenomenological and ratio bifurcations of a class of discrete time stochastic processes 0 0 0 6 0 0 0 57
Rank-based entropy tests for serial independence 0 0 0 51 0 0 0 199
Redundancies in the Earth's climatological time series 0 0 0 11 0 0 0 148
Test for serial independence based on quadratic forms 0 0 0 4 0 0 0 245
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 0 286
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 1 7 187
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 1 140 1 1 3 435
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 1 615 0 1 4 1,984
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 0 0 230
Total Working Papers 0 6 43 2,246 6 34 175 12,109

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 1 182 0 2 7 737
A new statistic and practical guidelines for nonparametric Granger causality testing 1 6 28 465 4 22 82 1,241
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 8 0 0 0 54
Computing in economics and finance 0 0 0 36 0 0 0 120
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 0 0 2 72
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 1 1 77 1 4 7 340
Herding, a-synchronous updating and heterogeneity in memory in a CBS 0 1 3 59 0 1 6 217
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 1 3 31 0 1 6 176
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 0 0 2 116
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 6 104 0 4 18 318
More memory under evolutionary learning may lead to chaos 0 0 0 13 0 0 0 64
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 31 0 0 1 149
Quasicrystalline polymers 0 0 0 3 0 0 0 20
Rank-based Entropy Tests for Serial Independence 0 0 0 29 1 1 1 124
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 1 81 0 1 3 308
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 2 7 216 1 6 31 762
Total Journal Articles 1 12 50 1,442 7 42 166 5,125

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Statistics updated 2023-05-07