Conditional independence, conditional mixing and conditional association
By B. L. S. Prakasa Rao. 2009
105 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/04c5de16eb84cace8f64c639a9650496407b94fe
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Vadim Marmer
- Kyungchul Song
- Peter C. B. Phillips
- Liangjun Su
- Qihui Chen
- Zhentao Shi
- Jun Yu
- Tassos Magdalinos
In Management Science and Operations Research
- Liangjun Su
- Zhentao Shi
- Peter C. B. Phillips
- Vadim Marmer
- Qihui Chen
- Kyungchul Song
- Yixiao Sun
- D. Chetverikov
Citations in the corpus
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (2013, background): “Prakasa Rao (2009) extends the concept of (unconditional) strong mixing to conditional strong mixing for a sequence of random variables.”
- Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects (2016, unknown): “Prakasa Rao, B. L. S., 2009.”
- Limit theorems for network dependent random variables (2019, background): “Prakasa Rao, B. L. S., 2013.”
- Identifying Latent Structures in Panel Data (2016, background): “In this case, as Hahn and Kuersteiner (2011) suggest, it is natural to adopt the concept of conditional strong mixing (see, e.g., Prakasa Rao, 2009) where the mixing coefficient is defined by conditioning on the fixed effects.”