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
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