In this paper we propose two test statistics for testing serial correlation in semiparametric time series model that could allow lagged dependent variables as explanatory variables .

In this paper, the authors provide some asymptotic results for the J-type test on non-nested hypotheses proposed by Davidson and MacKinnon (1981), in the context of I(1) time series.

In this paper we propose two test statistics for testing serial correlation in semiparametric time series model that could allow lagged dependent variables as explanatory variables .

Inspired by the recent literature on aggregation theory, this paper introduces HITS, a semiparametric model of consumer demand that allows for diversity in tastes. The strong variation of budget shares observed aacross income strata can arise from two economic factors: the individual income...

In this paper we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts.

This paper considers causal inference and sample selection bias in non-experimental settings in which: (i) few units in the non-experimental comparison group are comparable to the treatment units; (ii) selecting a subset of comparison units similar to the treatment units is difficult because...

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimator in this case, and construction of an asymptotically...

Logit models of leadership duration test whether different agents are responsible for constitutional and unconstitutional transfers of power. Lagged values of per capita real investment have a significantly negative impact on unconstitutional transitions. This suggests that the elites of less...

This paper illustrates the use of Kullback-Leibler Information (KLI) measure for assessing the relative quality of two approximations to an unknown distribution from which we ca obtain simple random drawings.