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Conditional and unconditional statistical independence

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Author Info
Phillips, Peter C. B.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-45824GD-3/2/11fd23823c3fd52059d0f379c47a1dbf
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 38 (1988)
Issue (Month): 3 (July)
Pages: 341-348
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Handle: RePEc:eee:econom:v:38:y:1988:i:3:p:341-348

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Web page: http://www.elsevier.com/locate/jeconom

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-66, July. [Downloadable!] (restricted)
  2. Phillips, Peter C B, 1984. "The Exact Distribution of LIML: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February. [Downloadable!] (restricted)
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  3. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers 819R, Cowles Foundation, Yale University, revised Feb 1987. [Downloadable!]
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  4. Dawid, A. P., 1985. "Invariance and independence in multivariate distribution theory," Journal of Multivariate Analysis, Elsevier, vol. 17(3), pages 304-315, December. [Downloadable!] (restricted)
  5. Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987. "Bimodal t-Ratios," Cowles Foundation Discussion Papers 842, Cowles Foundation, Yale University. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. 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. [Downloadable!]
  2. Sokbae 'Simon' Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  3. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation, Yale University. [Downloadable!]
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