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Publications by Anouar El Ghouch

Nonparametric Estimation and Inference for Conditional Density Based Granger Causality Measures

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

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Nonparametric Conditional Estimation

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Conditional Granger Causality and Genetic Algorithms in VAR Model Selection

Computer Science

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Nonparametric Density and Regression Estimation

Journal of Economic Perspectives

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Nonparametric Estimation of Conditional Medians for Linear and Related Processes

Annals of the Institute of Statistical Mathematics

English

Nonparametric Density Estimation in High-Dimensions

Statistica Sinica

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Conditional Density Estimation and Density Forecast With Applications

English

Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient

Journal of Multivariate Analysis

Numerical Analysis

English

Geometric and Long Run Aspects of Granger Causality

Journal of Econometrics

Philosophy of Science

Applied Mathematics

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Estimation and Inference of Discontinuity in Density

Journal of Business and Economic Statistics

Social Sciences

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