A consistent characteristic function-based test for conditional independence
Year of publication: |
2007
|
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Authors: | Su, Liangjun ; White, Halbert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 807-834
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis |
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