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A new statistic and practical guidelines for nonparametric Granger causality testing

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Author Info
Diks, C.G.H.
Panchenko, V. () (Universiteit van Amsterdam)

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Abstract

Upon illustrating how smoothing may cause over-rejection in nonparametric tests for Granger non-causality, we propose a new test statistic for which problems of this type can be avoided. We develop asymptotic theory for the new test statistic, and perform a simulation study to investigate the properties of the new test in comparison with its natural counterpart, the Hiemstra-Jones test. Our simulation results indicate that, if the bandwidth tends to zero at the appropriate rate as the sample size increases, the size of the new test remains close to nominal, while the power remains large. Transforming the time series to uniform marginals improves the behavior of both tests. In applications to Standard and Poor's index volumes and returns, the Hiemstra-Jones test suggests that volume Granger-causes returns. However, the evidence for this gets weaker if we carefully apply the recommendations suggested by our simulation study.

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Publisher Info
Paper provided by Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance in its series CeNDEF Working Papers with number 04-11.

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Date of creation: 2004
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Handle: RePEc:ams:ndfwpp:04-11

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Postal: Dept. of Economics and Econometrics, Universiteit van Amsterdam, Roetersstraat 11, NL - 1018 WB Amsterdam, The Netherlands
Phone: + 31 20 525 52 58
Fax: + 31 20 525 52 83
Web page: http://www.fee.uva.nl/cendef/
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  1. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, Economics Bulletin, vol. 7(15), pages 1-16. [Downloadable!]
  2. Diks, C.G.H. & Panchenko, V., 2006. "Rank-based entropy tests for serial independence," CeNDEF Working Papers 06-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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This page was last updated on 2009-12-4.


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