Nonparametric tests for conditional independence using conditional distributions
Working Papers
Overview
publisher
publication date
- 2012
series title
- UC3M Working papers. Economics
full text
series number
- 12-17
Classification
subjects
- Economics
keywords
- nonparametric tests; time series; conditional independence; granger non-causality; nadaraya-watson estimator; conditional distribution function; vix volatility index; s&p500 index