Testing For The Markov Property In Time Series
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- Chen, Bin & Song, Zhaogang, 2013. "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, vol. 173(1), pages 83-107.
- Su, Liangjun & White, Halbert, 2014.
"Testing conditional independence via empirical likelihood,"
Journal of Econometrics,
Elsevier, vol. 182(1), pages 27-44.
- Su, Liangjun & White, Halbert, 2003. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series qt35v8g0fm, Department of Economics, UC San Diego.
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