Kamila Nowakowicz

I am a PhD candidate in Economics at the LSE. My research focuses on econometric theory.

Working papers

Nonparametric network bootstrap

I propose a nonparametric bootstrap procedure for network data. I prove consistency of the nonparametric linking function estimator used as an intermediate step in the procedure and I show that different classes of statistics derived from the bootstrapped networks converge weakly in probability to the same limiting distribution as the original statistics. The performance of the procedure is analysed through a series of Monte Carlo simulations. An application to Banerjee, Chandrasekhar, Duflo, and Jackson (2013) brings new insights to their findings.

Testing for shape constraints with adaptive switch points (with Tatiana Komarova)

We propose a procedure for testing whether a nonparametric regression mean satisfies a shape restriction that changes within the domain of the regression when the change points are unknown and have to be estimated.

Testing for additivity in nonparametric regression models (with Javier Hidalgo and Tatiana Komarova)

We describe and examine a test for additivity in a nonparametric framework using partial sums empirical processes. We show that, after a suitable transformation, its asymptotic distribution is a functional of $\mathcal{B} \left( F_{x}\left( x\right) \right) $, where $\mathcal{B}\left(x\right) $ is the standard Brownian sheet in $\left[ 0,1\right] ^{2}$ and $F_{x}\left(x\right) $ is the probability distribution function of $x\in \left[ 0,1\right] ^{2}$. Although the asymptotic behaviour does not depend on the model or its estimator, it is not pivotal. Due to the latter and the possible poor approximation of the asymptotic critical values to the finite sample ones, we also describe a valid bootstrap algorithm.

CV

You can find my CV here.

Contact information

Department of Economics
London School of Economics
32 Lincoln's Inn Fields
London WC2A 3PH
UK
k.nowakowicz@lse.ac.uk