Testing Conditional Independence Restrictions
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Publication:5080459
DOI10.1080/07474938.2013.825135zbMATH Open1491.62242OpenAlexW2002501103WikidataQ56565209 ScholiaQ56565209MaRDI QIDQ5080459FDOQ5080459
Authors: Oliver Linton, Pedro L. Gozalo 
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
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Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Cited In (44)
- Distribution-free tests of conditional moment inequalities
- Testing conditional independence via Rosenblatt transforms
- Conditional independence testing via weighted partial copulas
- Nonparametric testing of an exclusion restriction
- Specification testing with estimated variables
- A flexible nonparametric test for conditional independence
- A conditional independence test for dependent data based on maximal conditional correlation
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- Test for conditional independence with application to conditional screening
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Testing a conditional form of exogeneity
- Testing conditional independence via empirical likelihood
- Nonparametric conditional local independence testing
- The Locally Gaussian Partial Correlation
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- Testing conditional mean independence for functional data
- Maximal type test statistics based on conditional processes
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- Testing for treatment dependence of effects of a continuous treatment
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- New nonparametric measures for instantaneous and granger-causality tail co-dependence
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