Testing conditional independence via empirical likelihood
Year of publication: |
2014
|
---|---|
Authors: | Su, Liangjun ; White, Halbert |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 182.2014, 1, p. 27-44
|
Publisher: |
Elsevier |
Subject: | Conditional independence | Empirical likelihood | Granger causality | Local smoothed bootstrap | Nonlinear dependence | Nonparametric regression | U-statistics |
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