This is a preview. Log in through your library . Abstract In this paper, we propose a new nonparametric method to impose time varying restrictions in econometric models. The method relies on the ...

Statistical testing and lower bounds in distributed estimation constitute a rapidly evolving area that addresses both the design of robust tests for assessing data properties across networked systems ...

This is a preview. Log in through your library . Abstract We consider testing distributional assumptions by using moment conditions. A general class of moment conditions satisfied under the null ...

We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging ...