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Bell, D., Kay, J., and Malley, J. (1996) A non-parametric approach to non-linear causality testing. Economics Letters, 51 (1). pp. 7-18. ISSN 0165-1765 (doi:10.1016/0165-1765(95)00791-1)
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Publisher's URL: http://dx.doi.org/10.1016/0165-1765(95)00791-1
Abstract
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: | Article |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s): | Malley, Prof James |
| Authors: | Bell, D., Kay, J., and Malley, J. |
| College/School: | College of Social Sciences > Adam Smith Business School > Economics |
| Journal Name: | Economics Letters |
| Publisher: | Elsevier BV |
| ISSN: | 0165-1765 |
| ISSN (Online): | 1873-7374 |
| Published Online: | 22 February 1999 |
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