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Testing Conditional Independence Via Empirical Likelihood

Citations

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Cited by:

  1. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
  2. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
  3. Yahya Can DURA & Mustafa Kemal BESER & Hakan ACAROGLU, 2017. "Türkiye’nin Ihracata Dayali Buyumesinin Ekonometrik Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(2), pages 295-310.
  4. Xu, Kai & Cheng, Qing, 2024. "Test of conditional independence in factor models via Hilbert–Schmidt independence criterion," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
  5. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
  6. Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
  7. Ersin Sünbül, 2023. "Linear and Nonlinear Relationship Between Real Exchange Rate, Real Interest Rate and Consumer Price Index: An Empirical Application for Countries with Different Levels of Development," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(1), pages 57-70, March.
  8. Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
  9. de Luna, Xavier & Waernbaum, Ingeborg, 2005. "Covariate selection for non-parametric estimation of treatment effects," Working Paper Series 2005:4, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  10. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
  11. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
  12. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
  13. Whang, Yoon-Jae, 2006. "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, vol. 22(2), pages 173-205, April.
  14. Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.
  15. Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024. "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, vol. 240(2).
  16. Dai, Shengtao & Song, Xiaojun, 2025. "Consistent tests for semiparametric conditional independence," Statistics & Probability Letters, Elsevier, vol. 216(C).
  17. Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
  18. Huang, Meng & Sun, Yixiao & White, Halbert, 2016. "A Flexible Nonparametric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1434-1482, December.
  19. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
  20. repec:cte:werepe:we1211 is not listed on IDEAS
  21. Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  22. Christophe Dutang, 2012. "The customer, the insurer and the market," Post-Print hal-01616152, HAL.
  23. Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping, 2020. "Test for conditional independence with application to conditional screening," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
  24. Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping, 2024. "A post-screening diagnostic study for ultrahigh dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
  25. Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
  26. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
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