Linearity kernel test

The aim of this paper is to presents the results of simulation studies of size and power of the kernel linearity test, which belongs to a class of nonparametric tests. Simulation survey was carried out for linear and nonlinear models estimated by Ordinary Least Squares Method and Maximum Likelihood Method. The obtained results were compared with results of similar simulations for the RESET test, flexible Hamilton test and BDS test.

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Year of publication:	2012
Authors:	Sliwicki, Dominik
Published in:	Acta Universitatis Nicolai Copernici, Ekonomia. - Uniwersytet Mikolaja Kopernika. - Vol. 43.2012, 2, p. 183-198
Publisher:	Uniwersytet Mikolaja Kopernika
Subject:	kernel estimator \| linearity testing \| simulation

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010632894