Manuel Ruiz Marin, Sr.
Personal Details
First Name: | Manuel |
Middle Name: | |
Last Name: | Ruiz Marin |
Suffix: | Sr. |
RePEc Short-ID: | pru295 |
[This author has chosen not to make the email address public] | |
Affiliation
Facultad de Ciencias de la Empresa
Universidad Politécnica de Cartagena
Cartagena, Spainhttp://www.upct.es/~fcce/
RePEc:edi:fdpctes (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
- Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013.
"Selecting the W Matrix: Parametric vs. Non Parametric Approaches,"
MPRA Paper
71181, University Library of Munich, Germany.
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013.
"Detecting dependence between spatial processes,"
MPRA Paper
43861, University Library of Munich, Germany.
- Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013. "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011. "Detección de Dependencia Espacial mediante Análisis Simbólico [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper 38603, University Library of Munich, Germany.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
- Mariano Matilla-García & Manuel Ruiz Marín, 2010.
"A New Test for Chaos and Determinism based on Symbolic Dynamics,"
Post-Print
hal-00911819, HAL.
- Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010. "A Non-Parametric Approach to Spatial Causality," MPRA Paper 36768, University Library of Munich, Germany.
Articles
- Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano, 2022. "Non-parametric analysis of serial dependence in time series using ordinal patterns," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Jose A. Martinez & Manuel Ruiz, 2019. "No Short- and Medium-Term Effects of Sport Sponsorship; the Case of Divina Pastora in Professional Basketball," Eurasian Journal of Business and Management, Eurasian Publications, vol. 7(2), pages 1-11.
- Jose A. García-Córdoba & Mariano Matilla-García & Manuel Ruiz Marín, 2019. "A test for deterministic dynamics in spatial processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(3), pages 361-377, July.
- M. Victoria Caballero-Pintado & Mariano Matilla-García & Manuel Ruiz Marín, 2019. "Symbolic correlation integral," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 533-556, May.
- Fernando A. López & Mariano Matilla-García & Jesús Mur & Antonio Páez & Manuel Ruiz, 2016.
"A note on the SG(m) test,"
Journal of Geographical Systems, Springer, vol. 18(1), pages 87-96, January.
- Fernando López & Mariano Matilla-García & Jesús Mur & Antonio Páez & Manuel Ruiz, 2016. "A note on the SG(m) test," Journal of Geographical Systems, Springer, vol. 18(1), pages 87-96, January.
- Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014. "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 181-193, April.
- Ruiz Manuel & Martinez Jose A. & López-Hernández Fernando A. & Castellano Almudena, 2014. "The relationship between concentration of scoring and offensive efficiency in the NBA," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 10(1), pages 27-36, January.
- Fernando A. López & Mariano Matilla‐García & Jesús Mur & Manuel Ruiz Marín, 2011. "Four tests of independence in spatiotemporal data," Papers in Regional Science, Wiley Blackwell, vol. 90(3), pages 663-685, August.
- Mariano Matilla-García & Manuel Marín, 2011. "Advanced methods and applications in regional science," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 249-252, October.
- Mariano Matilla‐García & José Miguel Rodríguez & Manuel Ruiz Marín, 2010. "A symbolic test for testing independence between time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 76-85, March.
- Matilla-García, Mariano & Ruiz Marín, Manuel, 2009. "Detection of non-linear structure in time series," Economics Letters, Elsevier, vol. 105(1), pages 1-6, October.
- Matilla-Garcia, Mariano & Ruiz Marin, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
Chapters
- Jose S. Cánovas Peña & Manuel Ruiz Marín, 2006. "Non-Autonomous Business Cycle Model," Springer Books, in: Tönu Puu & Iryna Sushko (ed.), Business Cycle Dynamics, chapter 5, pages 143-178, Springer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017.
"A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix,"
Working Papers
18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
Cited by:
- Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada [Fundamentals of Applied Spatial Econometrics]," MPRA Paper 80871, University Library of Munich, Germany.
- Kai Li & Zhili Ma & Jinjin Liu, 2019. "A New Trend in the Space–Time Distribution of Cultivated Land Occupation for Construction in China and the Impact of Population Urbanization," Sustainability, MDPI, vol. 11(18), pages 1-23, September.
- Rubén Ferrer Velasco & Margret Köthke & Melvin Lippe & Sven Günter, 2020. "Scale and context dependency of deforestation drivers: Insights from spatial econometrics in the tropics," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-32, January.
- Fernando López Hernández, 2021. "In memoriam of Professor Jesús Mur (1961–2020)," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-5, December.
- Elżbieta Antczak & Karolina Lewandowska-Gwarda, 2019. "How Fast Is Europe Getting Old? Analysis of Dynamics Applying the Spatial Shift–Share Approach," Sustainability, MDPI, vol. 11(20), pages 1-21, October.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014.
"Testing Spatial Causality in Cross-section Data,"
MPRA Paper
56678, University Library of Munich, Germany.
Cited by:
- Vicente Rios & Pedro Pascual Arzoz & BelÉn iraizoz Apezteguia, 2016. "Development Differentials and Interaction Effects in the European Regions: A Study Based on the Regional Lisbon Index," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 107(3), pages 347-364, July.
- Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013.
"Selecting the W Matrix: Parametric vs. Non Parametric Approaches,"
MPRA Paper
71181, University Library of Munich, Germany.
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
Cited by:
- Marasteanu, I. Julia & Jaenicke, Edward C., 2013. "Agglomeration and Spatial Dependence in Certified Organic Operations in the United States," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149551, Agricultural and Applied Economics Association.
- Marasteanu, I. Julia & Jaenicke, Edward C., 2014. "Clusters of Organic Operations and their Impact on Regional Economic Growth in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170336, Agricultural and Applied Economics Association.
- Ou Bianling & Zhao Xin & Wang Mingxi, 2015. "Power of Moran’s I Test for Spatial Dependence in Panel Data Models with Time Varying Spatial Weights Matrices," Journal of Systems Science and Information, De Gruyter, vol. 3(5), pages 463-471, October.
- Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013.
"Detecting dependence between spatial processes,"
MPRA Paper
43861, University Library of Munich, Germany.
- Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013. "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
Cited by:
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
- Herrera Gómez, Marcos, 2013. "Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina [Persistent Spatial Structure Analysis. Regional Unemployment in Argentina]," MPRA Paper 49407, University Library of Munich, Germany.
- Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
- Marynia Kolak & Luc Anselin, 2020. "A Spatial Perspective on the Econometrics of Program Evaluation," International Regional Science Review, , vol. 43(1-2), pages 128-153, January.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012.
"Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria,"
MPRA Paper
73700, University Library of Munich, Germany.
Cited by:
- Alice Milivinti, 2019. "A spatio-temporal analysis of migration," Empirical Economics, Springer, vol. 57(4), pages 1411-1442, October.
- Aliaga, Javier & Herrera, Marcos & Leguía, Daniel & Mur, Jesús & Ruiz, Manuel & Villegas, Horacio, 2011. "Spatial Causality. An application to the Deforestation Process in Bolivia," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 183-198.
- Jes?s Mur, 2013. "Causality, Uncertainty and Identification: Three Issues on the Spatial Econometrics Agenda," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2013(1), pages 5-27.
- Chen, Xin & Xuan, Chao & Qiu, Rui, 2021. "Understanding spatial spillover effects of airports on economic development: New evidence from China’s hub airports," Transportation Research Part A: Policy and Practice, Elsevier, vol. 143(C), pages 48-60.
- Mariano Matilla-García & Manuel Ruiz Marín, 2010.
"A New Test for Chaos and Determinism based on Symbolic Dynamics,"
Post-Print
hal-00911819, HAL.
- Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
Cited by:
- Miguel Henry & George Judge, 2019. "Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series," Econometrics, MDPI, vol. 7(1), pages 1-16, March.
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Mastroeni, Loretta & Vellucci, Pierluigi & Naldi, Maurizio, 2019. "A reappraisal of the chaotic paradigm for energy commodity prices," Energy Economics, Elsevier, vol. 82(C), pages 167-178.
- Lucía Inglada-Pérez & Pablo Coto-Millán, 2021. "A Chaos Analysis of the Dry Bulk Shipping Market," Mathematics, MDPI, vol. 9(17), pages 1-35, August.
- Luo, Wenya & Bai, Zhidong & Zheng, Shurong & Hui, Yongchang, 2020. "A modified BDS test," Statistics & Probability Letters, Elsevier, vol. 164(C).
- Elsinger, Helmut, 2013. "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 131-138.
Articles
- Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021.
"Symbolic transfer entropy test for causality in longitudinal data,"
Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
Cited by:
- Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
- Gu, Danlei & Lin, Aijing & Lin, Guancen, 2022. "Sleep and cardiac signal processing using improved multivariate partial compensated transfer entropy based on non-uniform embedding," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021.
"The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data,"
Working Papers
202131, University of Pretoria, Department of Economics.
- Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022. "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
- Jose A. García-Córdoba & Mariano Matilla-García & Manuel Ruiz Marín, 2019.
"A test for deterministic dynamics in spatial processes,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(3), pages 361-377, July.
Cited by:
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- M. Victoria Caballero-Pintado & Mariano Matilla-García & Manuel Ruiz Marín, 2019.
"Symbolic correlation integral,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 533-556, May.
Cited by:
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano, 2022. "Non-parametric analysis of serial dependence in time series using ordinal patterns," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Fernando A. López & Mariano Matilla‐García & Jesús Mur & Manuel Ruiz Marín, 2011.
"Four tests of independence in spatiotemporal data,"
Papers in Regional Science, Wiley Blackwell, vol. 90(3), pages 663-685, August.
Cited by:
- Balado-Naves, Roberto & Baños-Pino, José Francisco & Mayor, Matías, 2023. "Spatial spillovers and world energy intensity convergence," Energy Economics, Elsevier, vol. 124(C).
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Maté-Sánchez-Val, Mariluz & López-Hernandez, Fernando & Mur-Lacambra, Jesús, 2017. "How do neighboring peer companies influence SMEs’ financial behavior?," Economic Modelling, Elsevier, vol. 63(C), pages 104-114.
- Timo Mitze, 2012.
"Within and Between Panel Cointegration in the German Regional Output–Trade–FDI Nexus,"
Lecture Notes in Economics and Mathematical Systems, in: Empirical Modelling in Regional Science, edition 127, chapter 0, pages 191-215,
Springer.
- Mitze, Timo, 2010. "Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus," Ruhr Economic Papers 222, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Timo Mitze, 2011. "Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus," ERSA conference papers ersa11p1258, European Regional Science Association.
- Mitze, Timo, 2011. "Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 93-118.
- Ángeles Sánchez & Jorge Chica-Olmo & Juan de Dios Jiménez-Aguilera, 2018. "A Space–Time Study for Mapping Quality of Life in Andalusia During the Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 699-728, January.
- Fernando López Hernández, 2021. "In memoriam of Professor Jesús Mur (1961–2020)," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-5, December.
- Patricia Abelairas-Etxebarria & Inma Astorkiza, 2020. "Space-Time Analysis of Migrations, Employment, and Housing as A Basis for Municipal Sustainable Urban Planning," Sustainability, MDPI, vol. 12(6), pages 1-13, March.
- Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
- Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
- Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
- Elizabeth Mack & Yifan Zhang & Sergio Rey & Ross Maciejewski, 2014. "Spatio-temporal analysis of industrial composition with IVIID: an interactive visual analytics interface for industrial diversity," Journal of Geographical Systems, Springer, vol. 16(2), pages 183-209, April.
- López-Hernández , Fernando A. & Artal-Tur, Andrés & Maté-Sánchez-Val, M. Luz, 2011. "Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 19-36.
- Mariano Matilla‐García & José Miguel Rodríguez & Manuel Ruiz Marín, 2010.
"A symbolic test for testing independence between time series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 76-85, March.
Cited by:
- Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
- Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano, 2022. "Non-parametric analysis of serial dependence in time series using ordinal patterns," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Matilla-García, Mariano & Marín, Manuel Ruiz & Dore, Mohammed I., 2014. "A permutation entropy based test for causality: The volume–stock price relation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 398(C), pages 280-288.
- Matilla-García, Mariano & Ruiz Marín, Manuel, 2009.
"Detection of non-linear structure in time series,"
Economics Letters, Elsevier, vol. 105(1), pages 1-6, October.
Cited by:
- Miguel Henry & George Judge, 2019. "Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series," Econometrics, MDPI, vol. 7(1), pages 1-16, March.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
- Traversaro, Francisco & Ciarrocchi, Nicolás & Cattaneo, Florencia Pollo & Redelico, Francisco, 2019. "Comparing different approaches to compute Permutation Entropy with coarse time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 635-643.
- Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
- Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
- Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013.
"Detecting Dependence Between Spatial Processes,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013. "Detecting dependence between spatial processes," MPRA Paper 43861, University Library of Munich, Germany.
- Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
- Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano, 2022. "Non-parametric analysis of serial dependence in time series using ordinal patterns," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
- Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
- Liu, Hongzhi & Zhang, Xingchen & Zhang, Xie, 2020. "Multiscale complexity analysis on airport air traffic flow volume time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
- Matilla-García, Mariano & Marín, Manuel Ruiz & Dore, Mohammed I., 2014. "A permutation entropy based test for causality: The volume–stock price relation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 398(C), pages 280-288.
- Matilla-Garcia, Mariano & Ruiz Marin, Manuel, 2008.
"A non-parametric independence test using permutation entropy,"
Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
Cited by:
- Richard Harris & John Moffat & Victoria Kravtsova, 2011.
"In Search of ‘ W ’,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(3), pages 249-270, February.
- Richard Harris & Victoria Kravtsova, 2009. "In Search of W," SERC Discussion Papers 0017, Centre for Economic Performance, LSE.
- Harris, Richard & Kravtsova, Victoria, 2009. "In search of 'W'," LSE Research Online Documents on Economics 33208, London School of Economics and Political Science, LSE Library.
- Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017. "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, vol. 161(C), pages 5-9.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
- Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
- Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013.
"Detecting Dependence Between Spatial Processes,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013. "Detecting dependence between spatial processes," MPRA Paper 43861, University Library of Munich, Germany.
- Elsinger, Helmut, 2013. "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 838-840.
- Marcos Herrera & Jesús Mur & Manuel Ruiz, 2016. "Detecting causal relationships between spatial processes," Papers in Regional Science, Wiley Blackwell, vol. 95(3), pages 577-594, August.
- Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014. "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 181-193, April.
- Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano, 2022. "Non-parametric analysis of serial dependence in time series using ordinal patterns," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011. "Detección de Dependencia Espacial mediante Análisis Simbólico [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper 38603, University Library of Munich, Germany.
- Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Mariano Matilla‐García & José Miguel Rodríguez & Manuel Ruiz Marín, 2010. "A symbolic test for testing independence between time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 76-85, March.
- Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
- Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
- Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011.
"Selecting the W Matrix. Parametric vs Nonparametric Approaches,"
ERSA conference papers
ersa11p1055, European Regional Science Association.
- Mur Lacambra, Jesús & Herrera Gómez, Marcos & Ruiz Marin, Manuel, 2013. "Selecting the W Matrix: Parametric vs. Non Parametric Approaches," MPRA Paper 71181, University Library of Munich, Germany.
- López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
- Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
- Matilla-García, Mariano & Ruiz Marín, Manuel, 2009. "Detection of non-linear structure in time series," Economics Letters, Elsevier, vol. 105(1), pages 1-6, October.
- Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
- Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
- Sensoy, Ahmet, 2019. "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, vol. 28(C), pages 68-73.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
- Elsinger, Helmut, 2013. "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 131-138.
- Mario L'opez P'erez & Ricardo Mansilla, 2021. "Ordinal Synchronization and Typical States in High-Frequency Digital Markets," Papers 2110.07047, arXiv.org, revised Mar 2022.
- Herrera Gómez, Marcos, 2010. "Causalidad Espacial. Enfoque No Paramétrico [Spatial Causality. Non-Parametric Approach]," MPRA Paper 61326, University Library of Munich, Germany.
- Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," JRFM, MDPI, vol. 12(2), pages 1-17, April.
- Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010. "A Non-Parametric Approach to Spatial Causality," MPRA Paper 36768, University Library of Munich, Germany.
- Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
- Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
- Richard Harris & John Moffat & Victoria Kravtsova, 2011.
"In Search of ‘ W ’,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(3), pages 249-270, February.
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This author is among the top 5% authors according to these criteria:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (4) 2012-04-03 2013-01-26 2014-06-22 2017-07-02
- NEP-GEO: Economic Geography (2) 2013-01-26 2014-06-22
- NEP-URE: Urban and Real Estate Economics (1) 2013-01-26
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