In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...

In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and their counterparts with opposite signs. The...

This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. This estimator does not require that disturbances are normally distributed, but if they are, the proposed estimator is asymptotically equivalent to the maximum likelihood...

Abstract Multivariate regression models and ANOVA are probably the most frequently applied methods of all statistical analyses. We study the case where the predictors are qualitative variables and the response variable is quantitative. In this case, we propose an alternative to the classic...

Abstract This note reviews basic techniques of linear path analysis and demonstrates, using simple examples, how causal phenomena of non-trivial character can be understood, exemplified and analyzed using diagrams and a few algebraic steps. The techniques allow for swift assessment of how...

Microaggregation is one of the most frequently applied statistical disclosure control techniques for continuous data. The basic principle of microaggregation is to group the observations in a data set and to replace them by their corresponding group means. However, while reducing the disclosure...

Microaggregation is one of the most important statistical disclosure control techniques for continuous data. The basic principle of microaggregation is to group the observations in a data set and to replace them by their corresponding group means. In this paper, we consider single-axis sorting,...

The linear IV estimator, in which the dependent variable is a linear function of a potentially endogenous regressor, is a major workhorse in empirical economics. When this regressor takes on multiple values, the linear specification restricts the marginal effects to be constant across all...

This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...

This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimator is a moments...