Testing conditional independence via empirical likelihood

DOI10.1016/j.jeconom.2014.04.006zbMath1311.62069OpenAlexW2057705696MaRDI QIDQ2451799

Liangjun Su, Halbert White

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1477

zbMATH Keywords

nonlinear dependenceU-statisticsnonparametric regressionGranger causalityempirical likelihoodconditional independencelocal smoothed bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Economic time series analysis (91B84)

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