نتایج جستجو برای: causality test

تعداد نتایج: 857553  

Journal: :Jurnal Ekonomi & Studi Pembangunan 2023

This study aims to analyze the relationship between market share and technical efficiency in Indonesian general insurance industry. The data for period 2010-2020 is used, which was obtained from Financial Services Authority (OJK). results show that efficient companies emerged category of industry possessing comparatively higher lower shares. Furthermore, panel Granger-causality test indicates a...

2009
Taoufik Bouezmarni Jeroen V.K. Rombouts Abderrahim Taamouti

This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance. The test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in general settings since there is no restriction on the dimension of the data. In fact, to apply the tes...

Journal: :SHS web of conferences 2023

Although the tourism industry is booming, its scale imbalance, structural imbalance and inefficient allocation of resources have hindered realization high-quality development goals regional industry. Therefore, it very important to optimize structure. This paper uses linear nonlinear Granger causality tests study relationship between ’ industrial structure optimization carbon dioxide emissions ...

Journal: :International Journal of Engineering & Technology 2018

Journal: :International Journal of Business and Society 2017

Journal: :Asian Journal of Economics and Empirical Research 2018

Journal: :International Journal of Economic Policy in Emerging Economies 2012

Journal: :Computational Economics 2021

Abstract We propose a bootstrap test for unconditional and conditional Granger-causality spectra in the frequency domain. Our aims to detect if causality at particular is systematically different from zero. In particular, we consider stochastic process derived applying independently stationary original series. At each frequency, sample against distribution of median across frequencies estimated...

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