4.2 Article

Testing independence between exogenous variables and unobserved errors

Related references

Note: Only part of the references are listed.
Article Economics

Specification tests for the propensity score

Pedro H. C. Sant'Anna et al.

JOURNAL OF ECONOMETRICS (2019)

Article Economics

Combining p-values to test for multiple structural breaks in cointegrated regressions

Michele Bergamelli et al.

JOURNAL OF ECONOMETRICS (2019)

Article Economics

TESTING GENERALIZED REGRESSION MONOTONICITY

Yu-Chin Hsu et al.

ECONOMETRIC THEORY (2019)

Article Statistics & Probability

ASYMPTOTIC DISTRIBUTION-FREE TESTS FOR SEMIPARAMETRIC REGRESSIONS WITH DEPENDENT DATA

Juan Carlos Escanciano et al.

ANNALS OF STATISTICS (2018)

Article Economics

Nonparametric tests for conditional symmetry

Miguel A. Delgado et al.

JOURNAL OF ECONOMETRICS (2018)

Article Economics

Efficient estimation in models with independence restrictions

Alexandre Poirier

JOURNAL OF ECONOMETRICS (2017)

Article Economics

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE

Meng Huang et al.

ECONOMETRIC THEORY (2016)

Article Computer Science, Interdisciplinary Applications

√n-consistent density estimation in semiparametric regression models

Shuo Li et al.

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2016)

Article Economics

A Test for Instrument Validity

Toru Kitagawa

ECONOMETRICA (2015)

Article Statistics & Probability

Conditional quantiles and tail dependence

Carole Bernard et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2015)

Article Economics

EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION

Zhibiao Zhao et al.

ECONOMETRIC THEORY (2014)

Article Statistics & Probability

GENERALIZED DENSITY CLUSTERING

Alessandro Rinaldo et al.

ANNALS OF STATISTICS (2010)

Article Economics

Instrumental Variables Estimation With Flexible Distributions

Christian Hansen et al.

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2010)

Article Statistics & Probability

Testing independence in nonparametric regression

Natalie Neumeyer

JOURNAL OF MULTIVARIATE ANALYSIS (2009)

Article Business, Finance

Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets

Eric Bouye et al.

EUROPEAN JOURNAL OF FINANCE (2009)

Article Economics

Specification tests in nonparametric regression

John H. J. Einmahl et al.

JOURNAL OF ECONOMETRICS (2008)

Article Economics

A nonparametric Hellinger metric test for conditional independence

Liangjun Su et al.

ECONOMETRIC THEORY (2008)

Article Statistics & Probability

Measuring and testing dependence by correlation of distances

Gabor J. Szekely et al.

ANNALS OF STATISTICS (2007)

Article Statistics & Probability

Uniform in bandwidth consistency of kernel-type function estimators

U Einmahl et al.

ANNALS OF STATISTICS (2005)

Article Statistics & Probability

Cross-validation and the estimation of conditional probability densities

P Hall et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2004)