Optimal detection of bilinear dependence in short panels of regression data

DOI10.15446/RCE.V43N2.83044MaRDI QIDQ5140663zbMATH OpenOpenAlexFDO

Authors Aziz Lmakri, Abdelhadi Akharif, Amal Mellouk

Publication date 16 December 2020

Published in Revista Colombiana de Estadística (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15446/rce.v43n2.83044

zbMATH Keywords

bilinear processlocal asymptotic linearitylocal asymptotic normalitypanel datapseudo-Gaussian testsrank tests

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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