A consistent characteristic function-based test for conditional independence
Liangjun Su, Halbert White
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571354