Linearity kernel test

Dominik Sliwicki ()
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Dominik Sliwicki: University of Economy in Bydgoszcz

Acta Universitatis Nicolai Copernici, Ekonomia, 2012, vol. 43, issue 2, 183-198

Abstract: The aim of this paper is to presents the results of simulation studies of size and power of the kernel linearity test, which belongs to a class of nonparametric tests. Simulation survey was carried out for linear and nonlinear models estimated by Ordinary Least Squares Method and Maximum Likelihood Method. The obtained results were compared with results of similar simulations for the RESET test, flexible Hamilton test and BDS test.

Keywords: kernel estimator; linearity testing; simulation. (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:cpn:umkanc:2012:p:183-198

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