Testing conditional independence in casual inference for time series data
From MaRDI portal
Publication:6555340
Cites work
- An alternative test for conditional unconfoundedness using auxiliary variables
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent model specification tests for time series econometric models
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Linearity testing using local polynomial approximation
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric econometrics. Theory and practice.
- Root-N-Consistent Semiparametric Regression
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
- Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
- Some comments on specification tests in nonparametric absolutely regular processes
- Statistical analysis and evaluation of macroeconomic policies: a selective review
- Testing Conditional Mean Independence Under Symmetry
- Testing Missing at Random Using Instrumental Variables
This page was built for publication: Testing conditional independence in casual inference for time series data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6555340)