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Conditional independence, conditional mixing and conditional association

Citations

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Cited by:

  1. Koen Jochmans, 2018. "Semiparametric Analysis of Network Formation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
  2. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
  3. Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
  4. Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
  5. G. Forchini & Bin Jiang & Bin Peng, 2015. "Common Shocks in panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.
  6. Qi Guo & Bruno Remillard & Anatoliy Swishchuk, 2020. "Multivariate General Compound Point Processes in Limit Order Books," Risks, MDPI, vol. 8(3), pages 1-20, September.
  7. repec:hal:spmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  8. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  9. Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers 08/17, Institute for Fiscal Studies.
  10. repec:spo:wpmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  11. repec:spo:wpecon:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  12. Wang, Xinghui & Wang, Xuejun, 2013. "Some inequalities for conditional demimartingales and conditional N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 700-709.
  13. B. L. S. Prakasa Rao, 2016. "Characterizations of Probability Distributions Through Linear Forms of Q-Conditional Independent Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 221-230, August.
  14. Trapani, Lorenzo, 2021. "Inferential theory for heterogeneity and cointegration in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 474-503.
  15. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  16. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
  17. Bryan S. Graham, 2017. "An Econometric Model of Network Formation With Degree Heterogeneity," Econometrica, Econometric Society, vol. 85, pages 1033-1063, July.
  18. Giovanni Forchini & Bin Jiang & Bin Peng, 2018. "TSLS and LIML Estimators in Panels with Unobserved Shocks," Econometrics, MDPI, vol. 6(2), pages 1-12, April.
  19. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
  20. Ash Abebe & Huybrechts F. Bindele & Masego Otlaadisa & Boikanyo Makubate, 2021. "Robust estimation of single index models with responses missing at random," Statistical Papers, Springer, vol. 62(5), pages 2195-2225, October.
  21. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
  22. repec:spo:wpmain:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
  23. Yiren Wang & Liangjun Su & Yichong Zhang, 2022. "Low-rank Panel Quantile Regression: Estimation and Inference," Papers 2210.11062, arXiv.org.
  24. Xuejun Wang & Xinghui Wang & Xiaoqin Li & Shuhe Hu, 2014. "Extensions of the Borel–Cantelli lemma in general measure spaces," Journal of Theoretical Probability, Springer, vol. 27(4), pages 1229-1248, December.
  25. Stefan Tappe & Stefan Weber, 2014. "Stochastic mortality models: an infinite-dimensional approach," Finance and Stochastics, Springer, vol. 18(1), pages 209-248, January.
  26. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016. "Some mixing properties of conditionally independent processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(5), pages 1241-1259, March.
  27. Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2019. "A two-stage estimator for heterogeneous panel models with common factors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 63-82.
  28. repec:spo:wpecon:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
  29. Manuel Ordóñez Cabrera & Andrew Rosalsky & Andrei Volodin, 2012. "Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 369-385, June.
  30. repec:hal:spmain:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
  31. Alonso Ruiz, Patricia & Rakitko, Alexander, 2016. "The limit theorem for maximum of partial sums of exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 357-362.
  32. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024. "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, vol. 240(1).
  33. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
  34. Yu, Zhihan & Ning, Zhuo & Chang, Wei-Yew & Chang, Sun Joseph & Yang, Hongqiang, 2023. "Optimal harvest decisions for the management of carbon sequestration forests under price uncertainty and risk preferences," Forest Policy and Economics, Elsevier, vol. 151(C).
  35. Giovanni Forchini & Bin Peng, 2016. "A Conditional Approach to Panel Data Models with Common Shocks," Econometrics, MDPI, vol. 4(1), pages 1, January.
  36. Bin Peng & Giovanni Forchini, 2014. "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series 20, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  37. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  38. repec:hal:wpspec:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  39. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
  40. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2017. "On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 196-202.
  41. Hadjikyriakou, Milto, 2013. "Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1282-1286.
  42. Djehiche, Boualem & Löfdahl, Björn, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 100-108.
  43. repec:hal:wpspec:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
  44. Yuan, Demei & Hu, Xuemei, 2015. "A conditional version of the extended Kolmogorov–Feller weak law of large numbers," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 99-107.
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