Testing independence between exogenous variables and unobserved errors-Reference-Cited by-同舟云学术

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Testing independence between exogenous variables and unobserved errors

Published:2022-04-18 Issue:7 Volume:41 Page:697-728
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Li Shuo¹,Peng Liuhua²,Tu Yundong³

Affiliation:

1. School of Statistics, Tianjin University of Finance and Economics, Tianjin, China

2. School of Mathematics and Statistics, The University of Melbourne, Melbourne, VIC, Australia

3. Department of Business Statistics and Econometrics, Guanghua School of Management and Center for Statistical Science, Peking University, Beijing, China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474938.2022.2039493

Reference45 articles.

1. Testing independence by nonparametric kernel method

2. Analytical and Bootstrap Approximations to Estimator Distributions inL1Regression

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

4. Conditional quantiles and tail dependence

5. On Adaptive Estimation

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