A consistent characteristic function-based test for conditional independence

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 807-834

  Su, Liangjun ^a   White, Halbert ^b  

^a Peking University   (China)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional characteristic function; Conditional independence; Granger noncausality; Nonparametric regression; U statistics

Indexed keywords

ASYMPTOTIC ANALYSIS; BANDWIDTH; COMPUTER SIMULATION; DATA ACQUISITION; NONLINEAR ANALYSIS; STATISTICAL METHODS;

CONDITIONAL CHARACTERISTIC FUNCTION; CONDITIONAL INDEPENDENCE; GRANGER NONCAUSALITY; NONPARAMETRIC REGRESSION;

FUNCTION EVALUATION;

EID: 34848926841     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.11.006     Document Type: Article

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