| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062826 | Economics Letters | 2006 | 9 Pages |
Abstract
This paper introduces a nonparametric characterization of causality relying on information-theoretic statistics and proposes a causality testing procedure robust to the presence of potential nonlinearities. Monte Carlo simulations suggest that the test performs well in a nonlinear context.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Mustapha Baghli,