Paper #1212

Título:

Finite sample nonparametric tests for linear regressions

Autores:

Karl Schlag y Olivier Gossner

Data:

Marzo 2010

Resumen:

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.

Palabras clave:

Exact, linear regression, nonparametric.

Códigos JEL:

C14, C12, C20

Área de investigación:

Microeconomía

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