ii c 2013 Yi Liu ALL RIGHTS RESERVED iii ABSTRACT YI LIU. Generalized Quasi-Likelihood Ratio Statistics for Multivariate Time-varying Coefficient Regression Models. (Under the direction of DR. JIANCHENG JIANG) Generalized likelihood ratio statistics have been a generally applicable method for testing nonparametric hypotheses about nonparametric functions.It has been widely used in many research...

This paper discusses the problem of fitting a parametric model to the nonparametric component in partially linear regression models when covariates in parametric and nonparametric parts are subject to Berkson measurement errors. The proposed test is based on the supremum of a martingale transform of a certain partial sum process of calibrated residuals. Asymptotic null distribution of this tran...

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test does not require nonparametric estimation of g and is not subject to the illposed inverse problem of no...

The literature on statistical test of stochastic dominance has thus far been concerned with univariate distributions. This paper presents nonparametric statistical tests for multivariate distributions. This allows a nonparametric treatment of multiple welfare indicators. These test are applied to a time series of cross-section datasets on household level total expenditure and non labour market ...

This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test is not subject to the ill-posed inverse problem of nonparametric instrumental variables estimation. U...

The population bioequivalence of two measurements is considered via diierentiable statistical functionals. This approach leads to eecient nonparame-tric bioequivalence tests given by the canonical gradient of the functional. The results are based on an asymptotic comparison of nonparametric power functions of rank tests. The bioequivalence regions are determined by implicit alternatives speciie...