Development tools which accompany numerous variants of the Unix Operating System such as compilers, shells, editors, and other assorted development utilities can be a blessing for applied researchers. This review examines the Cygwin toolkit, a free toolkit containing ports of many of the popular...

This article outlines recent developments in Markdown scripting languages that facilitate the production of replicable, publication quality, research. The approach is similar to that achieved by using, say, Sweave, R and LaTeX, but is written instead in simple Markdown syntax and not tied to any...

We consider the problem of model averaging over a set of semiparametric varying coefficient models where the varying coefficients can be functions of continuous and categorical variables. We propose a Mallows model averaging procedure that is capable of delivering model averaging estimators with...

A number of tests have been proposed for assessing the location-scale assumption that is often invoked by practitioners. Existing approaches include Kolmogorov-Smirnov and Cramer-von-Mises statistics that each involve measures of divergence between unknown joint distribution functions and...

We consider shape constrained kernel-based probability density function (PDF) and probability mass function (PMF) estimation. Our approach is of widespread potential applicability and includes, separately or simultaneously, constraints on the PDF (PMF) function itself, its integral (sum), and...

Classical unit root tests are known to suffer from potentially crippling size distortions, and a range of procedures have been proposed to attenuate this problem, including the use of bootstrap procedures. It is also known that the estimating equation's functional form can affect the outcome of...