Related papers: Marginal homogeneity tests with panel data
The spatial panel regression model has shown great success in modelling econometric and other types of data that are observed both spatially and temporally with associated predictor variables. However, model checking via testing for spatial…
While most treatment evaluations focus on binary interventions, a growing literature also considers continuously distributed treatments. We propose a Cram\'{e}r-von Mises-type test for testing whether the mean potential outcome given a…
This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…
The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…
This paper proposes a novel test method for high-dimensional mean testing regard for the temporal dependent data. Comparison to existing methods, we establish the asymptotic normality of the test statistic without relying on restrictive…
In this paper an asymptotic homogenization method for the analysis of composite materials with periodic microstructure in presence of thermodiffusion is described. Appropriate down-scaling relations correlating the microscopic fields to the…
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…
In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…
This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…
A multiscale asymptotic homogenization method for periodic microstructured materials in presence of thermoelasticity with periodic spatially dependent one relaxation time is introduced. The asymptotic expansions of the micro-displacement…
We show that Haar measures of connected semisimple groups, embedded via a representation into a matrix space, have a homogeneous asymptotic limit when viewed from far away and appropriately rescaled. This is still true if the Haar measure…
We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…
This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…
Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…