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A non-parametric approach to non-linear causality testing. (English) Zbl 0875.90178

Summary: We propose a new procedure for causality testing using non-parametric additive models. Our results suggest that the major advantage of our method is that it can be applied if the underlying data generation process is either linear or non-linear.

MSC:

91B82 Statistical methods; economic indices and measures
62P20 Applications of statistics to economics
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References:

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