Testing conditional independence in casual inference for time series data

DOI10.1111/STAN.12323MaRDI QIDQ6555340FDOQ6555340

Authors: Zongwu Cai, Ying Fang, Ming Lin, Shengfang Tang 

Publication date: 14 June 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

nonparametric estimationtreatment effectmoment testcasual inferenceeconomic policy evaluation

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Applications of statistics (62Pxx) Linear inference, regression (62Jxx)

Cites Work

• Nonparametric econometrics. Theory and practice.
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• Linearity testing using local polynomial approximation
• Some comments on specification tests in nonparametric absolutely regular processes
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
• An alternative test for conditional unconfoundedness using auxiliary variables
• Model checking for parametric single-index models: a dimension reduction model-adaptive approach
• Statistical analysis and evaluation of macroeconomic policies: a selective review
• Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
• Testing Conditional Mean Independence Under Symmetry
• Testing Missing at Random Using Instrumental Variables

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