Testing conditional independence via empirical likelihood
Year of publication: |
2014
|
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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. 182.2014, 1, p. 27-44
|
Subject: | Conditional independence | Empirical likelihood | Granger causality | Local smoothed bootstrap | Nonlinear dependence | Nonparametric regression | U-statistics | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
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