The DOI matches its Crossref record; 17 of the 17 references it cites were found in a registry or an index.
A new statistic and practical guidelines for nonparametric Granger causality testing
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Citations
Cites
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
Approximation Theorems of Mathematical Statistics
Serfling, R. J. (1980) · Wiley Series in Probability and Statistics · doi:10.1002/9780470316481 · Cited by 5,851
A test for independence based on the correlation dimension
Broock, W. A., Scheinkman, J. A., Dechert, W. D., & LeBaron, B. (1996) · Econometric Reviews · doi:10.1080/07474939608800353 · Cited by 3,506
Politis, D. N., & Romano, J. P. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476870 · Cited by 2,649
Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation
HIEMSTRA, C., & JONES, J. D. (1994) · The Journal of Finance · doi:10.1111/j.1540-6261.1994.tb04776.x · Cited by 1,487
Approximation Theorems of Mathematical Statistics.
Serfling, R. J. (1981) · Biometrics · doi:10.2307/2530199 · Cited by 1,104
The relationship between spot and futures prices: Evidence from the crude oil market
Silvapulle, P., & Moosa, I. A. (1999) · Journal of Futures Markets · doi:10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-h · Cited by 288
Cited by
Sharif, A., Mishra, S., Sinha, A., Jiao, Z., Shahbaz, M., & Afshan, S. (2020) · Renewable Energy · doi:10.1016/j.renene.2019.12.149 · Cited by 339
Biofuel-related price transmission literature: A review
Serra, T., & Zilberman, D. (2013) · Energy Economics · doi:10.1016/j.eneco.2013.02.014 · Cited by 269
Adedoyin, F. F., Bekun, F. V., Driha, O. M., & Balsalobre-Lorente, D. (2020) · Technological Forecasting and Social Change · doi:10.1016/j.techfore.2020.120297 · Cited by 199
Ampofo, G. K. M., Cheng, J., Ayimadu, E. T., & Asante, D. A. (2021) · Energies · doi:10.3390/en14020491 · Cited by 20
Estimation of market immediacy by Coefficient of Elasticity of Trading three approach
Wanzala, R. W. (2018) · The Journal of Finance and Data Science · doi:10.1016/j.jfds.2018.02.006 · Cited by 12
Metadata
- Authors
- Diks, C., & Panchenko, V.
- Venue
- Journal of Economic Dynamics and Control
- Publisher
- Elsevier BV
- Published
- 2006-09
- Volume
- 30
- Issue
- 9-10
- Pages
- 1647-1669
- ISSN
- 0165-1889 (ISSN-L)
- OpenAlex
- W2145339411
- Cited by
- 962
- References
- 17
- FWCI
- 11.35
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: A new statistic and practical guidelines for nonparametric Granger causality testing. https://app.cochat.ai/papers/10.1016/j.jedc.2005.08.008
- The paper
- Diks, C., & Panchenko, V. (2006). A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics and Control. https://doi.org/10.1016/j.jedc.2005.08.008
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
