A Consistent Characteristic-Function-Based Test for Conditional Independence
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- Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December.
References listed on IDEAS
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More about this item
Keywordsmixing; conditional characteristic function; Granger non-causality; non-parametric regression;
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