Finite sample nonparametric tests for linear regressions

We introduce several exact nonparametric tests for finite sample multivariate linear regressions, and compare their powers. This fills an important gap in the literature where the only known nonparametric tests are either asymptotic, or assume one covariate only.

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Year of publication:	2010-03
Authors:	Schlag, Karl ; Gossner, Olivier
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Exact \| linear regression \| nonparametric

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C14 - Semiparametric and Nonparametric Methods ; C12 - Hypothesis Testing ; C20 - Econometric Methods: Single Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008455569