1 citations · 3 across the 10 of their papers we have counts for
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Efficient Asymmetric Causality Tests
Abdulnasser Hatemi-J
Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric b…
On the Asymmetric Volatility Connectedness
Abdulnasser Hatemi-J
Connectedness measures the degree at which a time-series variable spills over volatility to other variables compared to the rate that it is receiving. The idea is based on the perc…
Dynamic Asymmetric Causality Tests with an Application
Abdulnasser Hatemi-J
Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for,…
Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing
R. Scott Hacker, Abdulnasser Hatemi-J
The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential…