Non-parametric tests are used when standard assumptions are not available. These tests don’t rely on distributions, often ...
The Econometrics Journal, Vol. 13, No. 3, Recent developments in structural microeconometrics (2010), pp. S1-S27 (27 pages) ...
The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market economies ...