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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 1 5 210 0 2 10 552
A nonparametric bootstrap test for nonlinear Granger causality 0 0 0 1 0 0 2 1,065
A note on the Hiemstra-Jones test for Granger non-causality 0 0 2 160 1 1 10 501
A weak bifurcation theory for discrete time stochastic dynamical systems 0 0 0 29 0 1 2 163
Asset pricing with a continuum of belief types 0 0 0 0 0 0 1 415
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 0 0 2 296
Consistent Testing for Serial Independence 0 0 0 0 1 3 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 1 1 3 110
Dimension estimations, stock returns and volatility clustering 0 0 0 54 0 0 1 383
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 1 275 0 0 14 1,088
Endogenous Noise from Continuous Choice 0 0 0 0 0 0 2 151
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 1 4 162
Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS 0 0 0 24 2 2 5 135
Heterogeneity as a natural source of randomness 0 0 0 15 1 1 3 106
Identifying Booms and Busts in House Prices under Heterogeneous Expectations 0 0 0 33 1 1 4 99
Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns 0 0 0 17 0 2 4 71
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 28 1 1 3 152
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 0 14 0 0 2 76
Location of investors and capitical flight 0 0 0 0 0 0 5 123
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 5 932
Nonlinear Granger Causality: Guidelines for Multivariate Analysis 0 1 3 104 0 4 14 271
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 1 2 104
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 0 2 184
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 1 2 175
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 1 2 218
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 0 2 3 204
Partial Symbolic Transfer Entropy 0 0 8 144 2 4 23 421
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 0 0 1 149
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 3 290
Tests for serial independence and linearity based on correlation integrals 0 0 0 33 0 0 1 188
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 1 3 4 440
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 2 619 0 1 4 1,992
The correlation dimension of returns with stochastic volatility 0 0 0 1 0 0 3 235
Total Working Papers 0 2 21 2,302 13 33 158 12,431

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 0 3 744
A new statistic and practical guidelines for nonparametric Granger causality testing 0 1 12 502 1 8 39 1,344
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 2 3 12 0 4 6 62
Computing in economics and finance 0 0 0 36 1 1 1 122
Detecting serial dependence in tail events: a test dual to the BDS test 0 0 0 16 0 0 1 75
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 1 1 5 351
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 5 183
Informational differences and learning in an asset market with boundedly rational agents 0 0 0 24 1 2 3 119
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 4 114 0 1 8 349
More memory under evolutionary learning may lead to chaos 0 0 0 14 0 0 1 67
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 0 2 4 155
Quasicrystalline polymers 0 0 0 3 0 1 1 21
Rank-based Entropy Tests for Serial Independence 0 0 0 30 1 2 3 128
Tests for Serial Independence and Linearity Based on Correlation Integrals 0 0 0 59 1 1 2 262
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 1 3 3 315
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 1 223 0 2 11 788
Total Journal Articles 0 3 25 1,510 8 29 100 5,354

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Statistics updated 2025-09-05