Testing Conditional Independence Restrictions
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3965211 (Why is no real title available?)
- scientific article; zbMATH DE number 48904 (Why is no real title available?)
- scientific article; zbMATH DE number 193660 (Why is no real title available?)
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 845711 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A Non-Parametric Test of Independence
- A Smoothed Maximum Score Estimator for the Binary Response Model
- A consistent specification test of independence
- A non-parametric analysis of transformations
- A nonparametric test of serial independence based on the empirical distribution function
- An Efficient Semiparametric Estimator for Binary Response Models
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic Theory of Integrated Conditional Moment Tests
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Characterizing Selection Bias Using Experimental Data
- Conditional and unconditional statistical independence
- Confidence sets for a multivariate distribution
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Nonparametric Entropy-Based Testing
- Consistent Specification Testing Via Nonparametric Series Regression
- Cube root asymptotics
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
- Local nonlinear least squares: using parametric information in nonparametric regression
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simulation and the Asymptotics of Optimization Estimators
- Strong uniform consistency rates for estimators of conditional functionals
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
- Testing conditional independence via Rosenblatt transforms
- Testing goodness of fit for the distribution of errors in regression models
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- The central role of the propensity score in observational studies for causal effects
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of the sample distribution function when parameters are estimated
- Weak convergence of the sequential empirical processes of residuals in ARMA models
Cited in
(45)- On a nonparametric notion of residual and its applications
- 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
- Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
- Specification testing with estimated variables
- A conditional independence test for dependent data based on maximal conditional correlation
- A flexible nonparametric test for conditional independence
- Distribution free testing for conditional distributions given covariates
- Testing a conditional form of exogeneity
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Test for conditional independence with application to conditional screening
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Testing conditional independence via empirical likelihood
- Nonparametric conditional local independence testing
- The Locally Gaussian Partial Correlation
- Nonparametric tests for conditional independence using conditional distributions
- Maximal type test statistics based on conditional processes
- Testing conditional mean independence for functional data
- Testing for treatment dependence of effects of a continuous treatment
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Some applications for Basil's independence theorem in testing econometric models
- A martingale-difference-divergence-based test for specification
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
- Testing procedures for detection of linear dependencies in efficiency models
- Tests for independence in nonparametric regression
- Testing unconditional and conditional independence via mutual information
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Granger causality and structural causality in cross-section and panel data
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Conditional mean and quantile dependence testing in high dimension
- A consistent test for multivariate conditional distributions
- Testing conditional independence via integrating-up transform
- Testing independence with additional information
- Testing for separability in structural equations
- Consistent tests for semiparametric conditional independence
- Distribution-free specification tests of conditional models
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
- Testing for conditional independence: a groupwise dimension reduction-based adaptive-to-model approach
- Testing conditional independence in supervised learning algorithms
- A consistent characteristic function-based test for conditional independence
- Tests of Additive Derivative Constraints
- New nonparametric measures for instantaneous and granger-causality tail co-dependence
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
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