Anderson, Brian D. O.; Deistler, Manfred; Dufour, Jean-Marie On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling. (English) Zbl 1425.62122 J. Time Ser. Anal. 40, No. 1, 102-123 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B84 62P20 62H12 60G10 62M15 PDF BibTeX XML Cite \textit{B. D. O. Anderson} et al., J. Time Ser. Anal. 40, No. 1, 102--123 (2019; Zbl 1425.62122) Full Text: DOI OpenURL
Zhang, Lingxiang Partial unit root and surplus-lag Granger causality testing: a Monte Carlo simulation study. (English) Zbl 1384.62323 Commun. Stat., Theory Methods 46, No. 24, 12317-12323 (2017). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{L. Zhang}, Commun. Stat., Theory Methods 46, No. 24, 12317--12323 (2017; Zbl 1384.62323) Full Text: DOI OpenURL
Vinod, Hrishikesh D. Generalized correlation and kernel causality with applications in development economics. (English) Zbl 1377.62118 Commun. Stat., Simulation Comput. 46, No. 6, 4513-4534 (2017). MSC: 62G08 62P20 PDF BibTeX XML Cite \textit{H. D. Vinod}, Commun. Stat., Simulation Comput. 46, No. 6, 4513--4534 (2017; Zbl 1377.62118) Full Text: DOI OpenURL
Hendry, David F. Granger causality. (English) Zbl 1422.62367 Eur. J. Pure Appl. Math. 10, No. 1, 12-29 (2017). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{D. F. Hendry}, Eur. J. Pure Appl. Math. 10, No. 1, 12--29 (2017; Zbl 1422.62367) Full Text: Link OpenURL
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng A nonparametric approach to test for predictability. (English) Zbl 1400.62334 Econ. Lett. 148, 10-16 (2016). MSC: 62P20 62M10 62G10 PDF BibTeX XML Cite \textit{Z. Pan} et al., Econ. Lett. 148, 10--16 (2016; Zbl 1400.62334) Full Text: DOI OpenURL
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori; Jeong, Kiho A consistent nonparametric test for nonlinear causality – specification in time series regression. (English) Zbl 1441.62821 J. Econom. 165, No. 1, 112-127 (2011). MSC: 62P20 62G10 62M10 PDF BibTeX XML Cite \textit{Y. Nishiyama} et al., J. Econom. 165, No. 1, 112--127 (2011; Zbl 1441.62821) Full Text: DOI OpenURL
Dufour, Jean-Marie; Taamouti, Abderrahim Short and long run causality measures: theory and inference. (English) Zbl 1431.62364 J. Econom. 154, No. 1, 42-58 (2010). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{A. Taamouti}, J. Econom. 154, No. 1, 42--58 (2010; Zbl 1431.62364) Full Text: DOI Link OpenURL