nonlinear causality in quantiles

[Chiraz KARAMTI]

Hi all,
Did any one heart about non-linear causality in quantiles test developed by Balcilar et al. (2015)? How do we can perform such test on STATA???

[Chiraz KARAMTI]

no answers at all!!!! I think that non linear causality do not exist in STATA unfortunately,

[Nick Cox]

The answer was no (to date), unfortunately.

Please see also, more for your future questions,

http://www.statalist.org/forums/help#references

17. Why did my question not get answered?

Questions can get no replies for many different reasons. Here are some that are common.

• No one knows of any such Stata program. You may need to write your own code or use some other software.

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[Rich Goldstein]

please note that this is a multi-disciplinary list and, probably, the vast majority of us are not familiar with " Balcilar et al. (2015)"; as the FAQ requests, please supply full references so that those who want to look this up can do so easily

[Chiraz KARAMTI]

My apologies....
This is the paper of Bacilar : "Balcilar, M., Bekiros, S., and Gupta, R. 2015. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. Department of Economics, University of Pretoria, Working Paper No. 201522."
This is the link to an online version: http://repec.economics.emu.edu.tr/Re...aper/15-02.pdf
I saw that the approach of Bacilar et al. is used in many papers!