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A consistent nonparametric test for nonlinear causality : specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10009374481
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Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan; Sant'Anna, Pedro H. C.; Bilinski, Alyssa; … - In: Journal of econometrics 235 (2023) 2, pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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A consistent characteristic function-based test for conditional independence
Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834
Persistent link: https://www.econbiz.de/10003571354
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Irregular identification of structural models with nonparametric unobserved heterogeneity
Escanciano, Juan Carlos - In: Journal of econometrics 234 (2023) 1, pp. 106-127
Persistent link: https://www.econbiz.de/10014364681
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Nonparametric transfer function models
Liu, Jun M.; Chen, Rong; Yao, Qiwei - In: Journal of econometrics 157 (2010) 1, pp. 151-164
Persistent link: https://www.econbiz.de/10008661724
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Exponential Series Estimator of multivariate densities
Wu, Ximing - In: Journal of econometrics 156 (2010) 2, pp. 354-366
Persistent link: https://www.econbiz.de/10008648808