CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH
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Publication:4569585
DOI10.1017/S026646661700010XzbMath1393.62019MaRDI QIDQ4569585
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Publication date: 26 June 2018
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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