no code implementations • 10 Oct 2021 • Haoyu Wei, Xiaojun Song
In this article, we propose an easy-to-use method to testing the normality assumption in ANOVA models by using smooth tests.
no code implementations • 10 Oct 2021 • Xiaojun Song, Haoyu Wei
We propose consistent nonparametric tests of conditional independence for time series data.
no code implementations • 30 Mar 2020 • Pedro H. C. Sant'Anna, Xiaojun Song
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models.