98 citations · 100 across the 3 of their papers we have counts for
3 papers
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…
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…
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments
Martin Egozcue, Luis Fuentes Garcia, Wing-Keung Wong +1
Since the pioneering work of Gerhard Gruss dating back to 1935, Gruss's inequality and, more generally, Gruss-type bounds for covariances have fascinated researchers and found nume…