98 citations · 100 across the 3 of their papers we have counts for
3 papers
stat.ME2025
Deep learning based doubly robust test for Granger causality
Yongchang Hui, Chijin Liu, Xiaojun Song
Granger causality is popular for analyzing time series data in many applications from natural science to social science including genomics, neuroscience, economics, and finance. Co…
stat.ME2017★ 98 cited
A New Test of Multivariate Nonlinear Causality
Zhidong Bai, Yongchang Hui, Zhihui Lv +3
The multivariate nonlinear Granger causality developed by Bai et al. (2010) plays an important role in detecting the dynamic interrelationships between two groups of variables. Fol…
stat.ME2017★ 2 cited
The Hiemstra-Jones Test Revisited
Zhidong Bai, Yongchang Hui, Zhihui Lv +2
The famous Hiemstra-Jones (HJ) test developed by Hiemstra and Jones (1994) plays a significant role in studying nonlinear causality. Over the last two decades, there have been nume…