Paper #1212

Title:

Finite sample nonparametric tests for linear regressions

Authors:

Karl Schlag and Olivier Gossner

Date:

March 2010

Abstract:

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.

Keywords:

Exact, linear regression, nonparametric.

JEL codes:

C14, C12, C20

Area of Research:

Microeconomics

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