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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 …