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The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing
Bekiros, S. / Diks, C.G.H.
causal inference / econometricsResource overview

The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing

Paper2007

by Bekiros, S., Diks, C.G.H.

Tags
causal inferenceeconometricsforeign exchangegarchhypothesis testingtime series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

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  1. Cointegration and Error Correction

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  2. Regression Assumptions and Diagnostics

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