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This paper proposes a simple and improved nonparametric unit-root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined
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, FDA deals with the analysis and theory of data that are in the form of functions. This paper provides an overview of FDA …
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This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume that the correlation between the imperfect instrument...
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-sided tests -- Asymptotic robustness of Bayesian decision rules in statistical decision theory -- Ranks, standardized ranks and …
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