Assessment of Resampling Methods for Causality Testing Angeliki Papana * Department of Economics, University of Macedonia, Greece apapana@uom.edu.gr, angeliki.papana@gmail.com Catherine Kyrtsou Department of Economics, University of Macedonia, Greece; University of Strasbourg, BETA; University of Paris 10, France ckyrtsou@uom.gr Dimitris Kugiumtzis Faculty of Engineering, Aristotle University of Thessaloniki, Greece dkugiu@gen.auth.gr Cees Diks CeNDEF, University of Amsterdam, The Netherlands C.G.H.Diks@uva.nl May 21, 2014 Abstract Diļ¬erent resampling methods for the null hypothesis of non-causality are assessed. As test statistic the partial transfer entropy (PTE), an information and model-free measure, is used. Two resampling tech- niques, 1) the time shifted surrogates and 2) the stationary bootstrap, are combined with the following three independence settings (giving in total six resampling schemes), all consistent to the null hypothesis * Corresponding author 1