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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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: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| 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 |
| Publisher: | Elsevier |
| ISSN: | 0165-1765 |
| ISSN (Online): | 1873-7374 |
| Published Online: | 22 February 1999 |
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