Nonparametric tests for conditional independence using conditional distributions

Testing conditional independence via empirical likelihood

(2014) Liangjun Su et al.   JOURNAL OF ECONOMETRICS

Testing Conditional Independence Restrictions

(2013) Oliver Linton et al.   Econometric Reviews

Nonparametric Testing for Asymmetric Information

(2013) Liangjun Su et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

(2012) Taoufik Bouezmarni et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions

(2012) Qi Li et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Testing conditional independence using maximal nonlinear conditional correlation

(2010) Tzee-Ming Huang   ANNALS OF STATISTICS

Testing conditional independence via Rosenblatt transforms

(2009) Kyungchul Song   ANNALS OF STATISTICS

Short and long run causality measures: Theory and inference

(2009) Jean-Marie Dufour et al.   JOURNAL OF ECONOMETRICS

Central limit theorem and the bootstrap for U-statistics of strongly mixing data

(2009) Herold Dehling et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Bandwidth Selection in Nonparametric Kernel Testing

(2009) Jiti Gao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data

(2008) Qi Li et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

A nonparametric test for equality of distributions with mixed categorical and continuous data

(2008) Qi Li et al.   JOURNAL OF ECONOMETRICS

ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES

(2008) Abdessamad Saidi et al.   ECONOMETRIC THEORY

ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS

(2008) Mika Meitz et al.   ECONOMETRIC THEORY

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

(2008) Liangjun Su et al.   ECONOMETRIC THEORY