Zobrazeno 1 - 10
of 498
pro vyhledávání: '"Walsh, Victoria"'
Autor:
Kankanala, Sid, Zinde-Walsh, Victoria
Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop the limit theory for a kernel-based specification test of a parametric
Externí odkaz:
http://arxiv.org/abs/2204.01683
The Wald test statistic has been shown to diverge (Dufour et al, 2013, 2017) under some conditions. This note links the divergence to eigenvalues of a polynomial matrix and establishes the divergence rate.
Externí odkaz:
http://arxiv.org/abs/1906.05951
Publikováno v:
In Journal of Econometrics October 2020 218(2):609-632
Publikováno v:
Concreta; primavera 2024, Issue 23, p45-63, 19p
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We provide examp
Externí odkaz:
http://arxiv.org/abs/1312.0569
Autor:
Zinde-Walsh, Victoria
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on classes of distr
Externí odkaz:
http://arxiv.org/abs/1303.1435
Autor:
Zinde-Walsh, Victoria
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may be represented in a form involving convolution eq
Externí odkaz:
http://arxiv.org/abs/1209.1588
Autor:
Zinde-Walsh, Victoria
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Examples include identification of the distribution of
Externí odkaz:
http://arxiv.org/abs/1010.2737
Autor:
Zinde-Walsh, Victoria
This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions to accoun
Externí odkaz:
http://arxiv.org/abs/1009.4217
Autor:
Zinde-Walsh, Victoria
Identification in errors-in-variables regression models was recently extended to wide models classes by S. Schennach (Econometrica, 2007) (S) via use of generalized functions. In this paper the problems of non- and semi- parametric identification in
Externí odkaz:
http://arxiv.org/abs/0909.5390