A non-parametric approach to non-linear causality testing

Bell, D., Kay, J. and Malley, J. (1996) A non-parametric approach to non-linear causality testing. Economics Letters, 51(1), pp. 7-18. (doi: 10.1016/0165-1765(95)00791-1)

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In this paper 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.

Item Type:Articles
Glasgow Author(s) Enlighten ID:Malley, Professor Jim and Kay, Dr James
Authors: Bell, D., Kay, J., and Malley, J.
College/School:College of Social Sciences > Adam Smith Business School > Economics
College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Economics Letters
ISSN (Online):1873-7374
Published Online:22 February 1999

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