Testing conditional independence via empirical likelihood
From MaRDI portal
Publication:2451799
DOI10.1016/j.jeconom.2014.04.006zbMath1311.62069MaRDI QIDQ2451799
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
nonlinear dependence; U-statistics; nonparametric regression; Granger causality; empirical likelihood; conditional independence; local smoothed bootstrap
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
91B84: Economic time series analysis
Related Items
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH, Unnamed Item, Unnamed Item, HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE, A Projection-Based Nonparametric Test of Conditional Quantile Independence, A post-screening diagnostic study for ultrahigh dimensional data, TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Test of conditional independence in factor models via Hilbert-Schmidt independence criterion, Rank-based max-sum tests for mutual independence of high-dimensional random vectors, Testing unconditional and conditional independence via mutual information, On Azadkia-Chatterjee's conditional dependence coefficient, A simple measure of conditional dependence, A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models, Testing for monotonicity in unobservables under unconfoundedness, A martingale-difference-divergence-based test for specification, Minimax optimal conditional independence testing, Test for conditional independence with application to conditional screening, Nonparametric tests for conditional independence using conditional distributions, GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent model specification tests
- Testing the Markov property with high frequency data
- A consistent characteristic function-based test for conditional independence
- International market links and volatility transmission
- A regularization approach to the many instruments problem
- Empirical likelihood ratio confidence regions
- Integrated square error properties of kernel estimators of regression functions
- Testing conditional independence using maximal nonlinear conditional correlation
- Testing conditional independence via Rosenblatt transforms
- Testing the conditional independence and monotonicity assumptions of item response theory
- Empirical likelihood for linear models
- Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables
- Testing conditional moment restrictions
- The local bootstrap for kernel estimators under general dependence conditions
- Significance testing in nonparametric regression based on the bootstrap.
- Nonparametric statistics for stochastic processes
- Nonparametric tests for conditional independence using conditional distributions
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Nonlinear Time Series
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Empirical likelihood ratio confidence intervals for a single functional
- Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Nonparametric Transition-Based Tests for Jump Diffusions
- Bootstrap Methods for Markov Processes
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- A test for volatility spillover with application to exchange rates