A test for multimodality of regression derivatives with application to nonparametric growth regressions
Daniel J. Henderson ()
Journal of Applied Econometrics, 2010, vol. 25, issue 3, pages 458-480
This paper presents a method to test for multimodality of an estimated kernel density of derivative estimates from a nonparametric regression. The test is included in a study of nonparametric growth regressions. The results show that in the estimation of unconditional β-convergence the distribution of the partial effects is multimodal, with one mode in the negative region (primarily OECD economies) and possibly two modes in the positive region (primarily non-OECD economies) of the estimates. The results for conditional β-convergence show that the density is predominantly negative and there is mixed evidence that the distribution is unimodal. Copyright © 2009 John Wiley & Sons, Ltd.
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