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Publisher's URL: http://dx.doi.org/10.1016/0165-1765(95)00791-1
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.
|Glasgow Author(s) Enlighten ID:||Malley, Professor James|
|Authors:||Bell, D., Kay, J., and Malley, J.|
|College/School:||College of Social Sciences > Adam Smith Business School > Economics|
|Journal Name:||Economics Letters|
|Published Online:||22 February 1999|
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