{"id":"https://openalex.org/W1560020137","doi":null,"title":"HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order","display_name":"HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order","publication_year":2010,"publication_date":"2010-06-08","ids":{"openalex":"https://openalex.org/W1560020137","mag":"1560020137"},"language":"en","primary_location":{"id":"mag:1560020137","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:boc:bocode:g00012","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5020838137","display_name":"R. Scott Hacker","orcid":"https://orcid.org/0000-0002-0864-0980","observed_orcids":["https://orcid.org/0000-0002-0864-0980"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"R. Scott Hacker","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-0864-0980","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5050372054","display_name":"Abdulnasser Hatemi\u2010J","orcid":"https://orcid.org/0000-0002-6212-1292","observed_orcids":["https://orcid.org/0000-0002-6212-1292"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Abdulnasser Hatemi\u2010J","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-6212-1292","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":23,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5770999789237976,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5770999789237976,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.3537999987602234,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13370","display_name":"Diverse Scientific and Economic Studies","score":0.010499999858438969,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"vector autoregression","score":0.9399999976158142},{"id":"https://openalex.org/keywords/time-varying-volatility","display_name":"time-varying volatility","score":0.8690000176429749},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.7639999985694885}],"concepts":[{"id":"https://openalex.org/C161794534","wikidata":"https://www.wikidata.org/wiki/Q177493","display_name":"Gauss","level":2,"score":0.6850054860115051},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.618049681186676},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6091988682746887},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.6027932167053223},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.540816605091095},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.49659615755081177},{"id":"https://openalex.org/C2777267654","wikidata":"https://www.wikidata.org/wiki/Q3519023","display_name":"Test (biology)","level":2,"score":0.45413216948509216},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4444948434829712},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.4175887405872345},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32515949010849},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31274276971817017},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09031429886817932},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:1560020137","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:boc:bocode:g00012","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2066798857","https://openalex.org/W1577659415","https://openalex.org/W2021962923","https://openalex.org/W2116393040","https://openalex.org/W7100856238","https://openalex.org/W2897367450","https://openalex.org/W1504972106","https://openalex.org/W7075309861","https://openalex.org/W2040059576","https://openalex.org/W2003570730"],"abstract_inverted_index":{"This":[0],"GAUSS":[1],"module":[2],"implements":[3],"a":[4],"new":[5],"bootstrap":[6],"test":[7,16],"for":[8,46,77],"causality":[9],"with":[10,48],"endogenous":[11],"lag":[12],"length":[13],"selection.":[14],"The":[15,82],"is":[17,84],"robust":[18],"to":[19],"time-varying":[20],"volatility":[21],"and":[22,40,54,63,79],"it":[23],"performs":[24],"well":[25],"when":[26],"the":[27,30],"variables":[28],"in":[29,56,61],"VAR":[31],"model":[32],"are":[33],"integrated.":[34],"For":[35],"technical":[36],"description":[37],"see":[38],"Hacker":[39],"Hatemi-J":[41],"(2010)":[42],"A":[43],"Bootstrap":[44],"Test":[45],"Causality":[47],"Endogenous":[49],"Lag":[50],"Length":[51],"Choice:":[52],"Theory":[53],"Application":[55],"Finance,":[57],"Working":[58],"Paper":[59],"Series":[60],"Economics":[62],"Institutions":[64],"of":[65,70,75],"Innovation":[66,80],"223,":[67],"Royal":[68],"Institute":[69],"Technology,":[71],"CESIS":[72],"-":[73],"Centre":[74],"Excellence":[76],"Science":[78],"Studies.":[81],"paper":[83],"available":[85],"on":[86],"line.":[87]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-10-10T17:16:08.811792","created_date":"2016-06-24T00:00:00"}
