3 papers
math.ST2022
Testing linearity in semi-functional partially linear regression models
Yongzhen Feng, Jie Li, Xiaojun Song
This paper proposes a Kolmogorov-Smirnov type statistic and a Cramér-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test stat…
econ.EM2021
Nonparametric Tests of Conditional Independence for Time Series
Xiaojun Song, Haoyu Wei
We propose consistent nonparametric tests of conditional independence for time series data. Our methods are motivated from the difference between joint conditional cumulative distr…
econ.EM2018
Covariate Distribution Balance via Propensity Scores
Pedro H. C. Sant'Anna, Xiaojun Song, Qi Xu
This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed pr…