Testing Conditional Independence Restrictions
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Publication:5080459
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
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)
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