We propose a nonparametric test for Granger-type causality. A conceptually similar work will be Hidalgo (2000), who introduced a nonparametric Granger causality test in the frequency domain for weakly stationary linear processes. He is mainly concerned with the test under long range dependent...

The rank-size rule and Zipf's law for city sizes have been traditionally examined by means of OLS estimation and the "t" test. This paper studies the accurate and approximate properties of the OLS estimator and obtains the distribution of the "t" statistic under the assumption of Zipf's law...

This note considers a puzzling phenomenon that is observed in some semiparametric estimation problems. In some cases, using estimated values of the nuisance parameters provides a more efficient estimator for the parameters of interest than does using the true values. This phenomenon takes place...