Paper #1212

Títol:

Finite sample nonparametric tests for linear regressions

Autors:

Karl Schlag i Olivier Gossner

Data:

Març 2010

Resum:

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.

Paraules clau:

Exact, linear regression, nonparametric.

Codis JEL:

C14, C12, C20

Àrea de Recerca:

Microeconomia

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