We develop inference procedures robust to general forms of weak dependence. The procedures use test statistics constructed by resampling data in a manner that does not depend on the unknown correlation structure of the data. We prove that the statistics are asymptotically normal under the weak...

Chapter 1 Introduction -- Chapter 2 Program Impact Estimation with Binary Outcome Variables: Monte Carlo Results for Alternative Estimators and Empirical Examples -- Chapter 3 Stochastic Frontier Models with Bounded Inefficiency -- Chapter 4 Estimating Consumer Surplus in eBay Computer Monitor...

1 Theory -- 2 RKHS AND STOCHASTIC PROCESSES -- 3 Nonparametric Curve Estimation -- 4 Measures And Random Measures -- 5 Miscellaneous Applications -- 6 Computational Aspects -- 7 A Collection of Examples -- to Sobolev spaces -- A.l Schwartz-distributions or generalized functions -- A.1.1 Spaces...

This chapter reviews inference about large autoregressive or moving average roots in univariate time series, and structural change in multivariate time series regression. The “problem” of unit roots is cast more broadly as determining the order of integration of a series; estimation,...

The comparison of different hypotheses, i.e. of competing models, is the basis of model specification. It may be performed along two main lines. The first one consists in associating with each model a loss function and in retaining the specification implying the smallest (estimated) loss. In...

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

We present a unifying view on various statistical estimation techniques including penalization, variational, and thresholding methods. These estimators are analyzed in the context of statistical linear inverse problems including nonparametric and change point regression, and high-dimensional...