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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