We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada … them parametric and nonparametric econometric methods, for robustness and completeness. Our evaluation strategy is based on … nonparametric univariate and multivariate statistical methods to test whether the first and second moments of a variety of real …

We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada … them parametric and nonparametric econometric methods, for robustness and completeness. Our evaluation strategy is based on … nonparametric univariate and multivariate statistical methods to test whether the first and second moments of a variety of real …

This paper proposes a nonparametric test of exogenous participation in first-price auctions. Exogenous participation …

misspecification. We find that, using a nonparametric HAR-RV (NPHAR-RV), we are unable to reject the null of linearity. …

We develop a nonparametric test to check whether a process can be represented by a stochastic differential equation …

We propose a nonparametric test of conditional independence based on the empirical distribution function. The …

allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an …

nonparametric settings rests on an additional assumption on the data generating process without which it is not valid as a test for …