Search Results - subject_exact:"Nonparametric test"

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How nonlinear is Peru's Phillips Curve?

Vega, Marco; Garcia, Andrew - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574546

Changes in the span of systematic risk exposures

Liao, Yuan; Todorov, Viktor - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015420309

Changes in the span of systematic risk exposures

Liao, Yuan; Todorov, Viktor - 2024

We develop a test for deciding whether the linear spaces spanned by the factor exposures of a large cross-section of assets toward latent systematic risk factors at two distinct points in time are the same. The test uses a panel of asset returns in local windows around the two time points. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053883

Labor market matching, wages, and amenities

Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024

This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055665

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Labor market matching, wages, and amenities

Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024

Book / Working Paper

Labor Market Matching, Wages, and Amenities

Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024

Book / Working Paper

A consistent and robust test for autocorrelated jump occurrences

Kwok, Simon Sai Man - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526309

The liquidity timing ability of mutual funds

Yin, Zhengnan; O'Sullivan, Niall; Sherman, Meadhbh - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133600

The market timing ability of bond mutual funds

Yin, Zhengnan; O'Sullivan, Niall; Sherman, Meadhbh - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192327

Nonparametric test for volatility in clustered multiple time series

Barrios, Erniel B.; Redondo, Paolo Victor T. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014475068

Testing for the presence of measurement error in Stata

Lee, Young Jun; Wilhelm, Daniel - 2019

In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012101433

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Testing for the presence of measurement error in Stata

Lee, Young Jun; Wilhelm, Daniel - 2018

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014537004

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Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yuchin; Kitagawa, Toru; Mourifié, Ismael - 2019

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-chin; Kitagawa, Toru; Mourifié, … - 2018

Book / Working Paper

A semiparametric panel data model with common factors and spatial dependence

Soberon, Alexandra; Musolesi, Antonio; Rodríguez Poo, … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013171085

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2022

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD‐validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012807725

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Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2019

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2018

Book / Working Paper

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifie, Ismael - 2018

Book / Working Paper

Detecting financial contagion using a new nonparametric measure of asymmetric comovements

Zhang, Feipeng; Xu, Yixiong; Yuan, Di - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446438

Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015137989

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Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020

Edition: This version: April 2020

Book / Working Paper

A nonparametric test of mth-degree inverse stochastic dominance

Jiang, Hongyi; Sun, Zhenting; Hu, Shiyun - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448573

One world several technologies? : a nonparametric test of club technology convergence

Walheer, Barnabé - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558808

A nonparametric test for testing heterogeneity in conditional quantile treatment effects

Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012663945

An adaptive test of stochastic monotonicity

Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012593446

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An adaptive test of stochastic monotonicity

Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2020 - This version: April 20, 2020

Edition: This version: April 20, 2020

Book / Working Paper

An adaptive test of stochastic monotonicity

Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2019

Book / Working Paper

An adaptive test of stochastic monotonicity

Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2018

Book / Working Paper

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013441628

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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020

Book / Working Paper

A consistent nonparametric test for the structure change in quantile regression

Liu, Weiqiang - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014451308

Testing partial instrument monotonicity

Jiang, Hongyi; Sun, Zhenting - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014506305

Testing for the presence of measurement error in Stata

Lee, Young Jun; Wilhelm, Daniel - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012146399

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Testing for the presence of measurement error in Stata

Lee, Young Jun; Wilhelm, Daniel - 2018

Book / Working Paper

Kolmogorov-Smirnov type test for generated variables

Otsu, Taisuke; Taniguchi, Go - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012509990

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Kolmogorov-Smirnov type test for generated variables

Otsu, Taisuke; Taniguchi, Go - 2019

Book / Working Paper

Testing for the presence of measurement error

Wilhelm, Daniel - 2019

This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012101435

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Testing for the presence of measurement error

Wilhelm, Daniel - 2018

Book / Working Paper

Distinguishing barriers to insurance in Thai villages

Kinnan, Cynthia - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013353122

A family of nonparametric unit root tests for processes driven by infinite variance innovations

Gogebakan, Kemal Caglar - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013554942

Inferences for a Partially Varying Coefficient Model With Endogenous Regressors

Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012433196

Has the crisis changed the monetary transmission mechanism in Albania? : an application of kernel density estimation technique

Tanku, Altin; Ceca, Kliti - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011800527

Tests for Laplace order dominance with applications to insurance data

Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012649215

Response bias in voluntary surveys : an empirical analysis of the Canadian census

Nield, Kerry; Nordstrom, Ardyn T. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011520288

How has the relationship between oil and the US stock market changed after the Covid-19 crisis?

Sakurai, Yuji; Kurosaki, Tetsuo - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012485162

Who gives direction to statistical testing? : best practice meets mathematically correct tests

Schlag, Karl H. - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011420965

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Who Gives Direction to Statistical Testing? Best Practice Meets Mathematically Correct Tests

Schlag, Karl H. - 2015

Book / Working Paper

Nonparametric testing for exogeneity with discrete regressors and instruments

Bech, Katarzyna; Hillier, Grant H. - 2015

This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and instruments. Our interest is in learning about an unknown structural (conditional mean) function. An interesting feature of these models is that under endogeneity the identifying...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010490262

Testing for unit roots in panel data with boundary crossing counts

Frakas, Peter; Mátyás, László - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011623583

Conditional quantile estimation through optimal quantization

Charlier, Isabelle; Paindaveine, Davy; Saracco, Jérôme - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010376964

The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach

Balcilar, Mehmet; Chang, Shinhye; Gupta, Rangan; … - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011095434

Testing Random Walk Behavior in the Damascus Securities Exchange

Abbas, Ghada - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011118358

Sub-sequence incidence analysis within series of Bernoulli trials : application in characterisation of time series dynamics

Jackson, Richard H. G. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012207141

Inferences for a partially varying coefficient model with endogenous regressors

Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012176567

A consistent nonparametric bootstrap test of exogeneity

Lee, Jinhyung - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010241588

A Flexible Nonparametric Test for Conditional Independence

Huang, Meng; Sun, Yixiao; White, Hal - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011130668

The distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test statistics for exponential populations with estimated parameters

Evans, Diane L.; Drew, John H.; Leemis, Lawrence M. - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011595099

Testing rationality without restricting heterogeneity

Kawaguchi, Kohei - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011818350

A nonparametric test for comparing valuation distributions in first-price auctions

Liu, Nianqing; Luo, Yao - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011860311

Testing strict stationarity with applications to macroeconomic time series

Hong, Yongmiao; Wang, Xia; Wang, Shouyang - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011860376

Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

Zu, Yang; Boswijk, Herman Peter - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011746959

Historical financial analogies of the current crisis

Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009684365

A fixed-b perspective on the Phillips-Perron unit root tests

Vogelsang, Timothy J.; Wagner, Martin - 2011

We extend fixed-b asymptotic theory to the nonparametric Phillips-Perron (PP) unit root tests. We show that the fixed-b limits depend on nuisance parameters in a complicated way. These non-pivotal limits provide an alternative theoretical explanation for the well known finite sample problems of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009686209

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A fixed-b perspective on the Phillips-Perron unit root tests

Vogelsang, Timothy J.; Wagner, Martin - 2011

Book / Working Paper

Revealed Preference Tests of the Cournot Model

Fenske, James; Quah, John; Carvajal, Andres - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008677354

Testing a Conditional Form of Exogeneity

White, Halbert; Chalak, Karim - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008518872