98 citations · 100 across the 3 of their papers we have counts for
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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…