A Nonparametric Hellinger Metric Test For Conditional Independence
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 24 (2008)
Issue (Month): 04 (August)
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- Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2009.
"A nonparametric copula based test for conditional independence with applications to granger causality,"
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- Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2012. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, American Statistical Association, vol. 30(2), pages 275-287, April.
- Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, . "A nonparametric copula based test for conditional independence with applications to granger causality," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/4491, Universidad Carlos III de Madrid.
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- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009. "A nonparametric copula based test for conditional independence with applications to Granger causality," CORE Discussion Papers 2009041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011. "Identification of Insurance Models with Multidimensional Screening," ANU Working Papers in Economics and Econometrics 2011-538, Australian National University, College of Business and Economics, School of Economics.
- Sokbae Lee & Yoon-Jae Whang, 2009.
"Nonparametric Tests of Conditional Treatment Effects,"
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1740, Cowles Foundation for Research in Economics, Yale University.
- Sokbae 'Simon' Lee & Yoon-Jae Whang, 2009. "Nonparametric tests of conditional treatment effects," CeMMAP working papers CWP36/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abderrahim Taamouti & Taoufik Bouezmarni & Anouar El Ghouch, 2012. "Nonparametric estimation and inference for Granger causality measures," Economics Working Papers we1217, Universidad Carlos III, Departamento de Economía.
- Javier Ruiz-Castillo, 2012. "From the “European Paradox” to a European Drama in citation impact," Economics Working Papers we1211, Universidad Carlos III, Departamento de Economía.
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