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Three Essays On Nonparametric Hypothesis Testing And Stochastic Frontier Analysis, Taining Wang
Three Essays On Nonparametric Hypothesis Testing And Stochastic Frontier Analysis, Taining Wang
Graduate Theses, Dissertations, and Problem Reports
The first chapter proposes a nonparametric test of significant variables in the partial derivative of a regression mean function. The test is constructed through a variation based measure of the derivative in the directions of the significant variables, with the derivative estimation through a local polynomial estimator. The test is shown to have the asymptotic null distribution and demonstrated to be consistent. The chapter further proposes a wild-bootstrap test, which exhibits the same null distribution regardless of whether the null is valid or not. Through Monte Carlo studies, the test shows encouraging finite sample performances. Through an empirical application, the …
Three Essays On Applied Semiparametric Methods, Qinling Lu
Three Essays On Applied Semiparametric Methods, Qinling Lu
Graduate Theses, Dissertations, and Problem Reports
The first chapter studies a varying coefficient panel data model with different smoothing variables and fixed effects using a two-step estimation approach. The first-step pilot estimator is constructed by ap- approximating the varying coefficients with B-spline functions. The pilot estimator is then used to perform a one-step backfitting to obtain the second-step efficient estimator with kernel local linear estimation. The second-step estimator is efficient in the sense of being equivalent to a procedure knowing the other components of the varying coefficient. The asymptotic properties of both the pilot and efficient estimators are obtained. A Monte Carlo simulation indicates that the …