Testing Conditional Independence Restrictions

DOI10.1080/07474938.2013.825135zbMath1491.62242OpenAlexW2002501103WikidataQ56565209 ScholiaQ56565209MaRDI QIDQ5080459

Pedro L. Gozalo, Oliver B. Linton

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.825135

zbMATH Keywords

independencenonparametricconditional independenceempirical distributiontestsmooth bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE, CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH, A martingale-difference-divergence-based test for specification, Testing conditional independence via integrating-up transform, TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Rank-based max-sum tests for mutual independence of high-dimensional random vectors, Testing unconditional and conditional independence via mutual information, GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA, A Projection-Based Nonparametric Test of Conditional Quantile Independence

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