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Finite sample nonparametric tests for linear regressions

Karl Schlag () and Olivier Gossner

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

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. (search for similar items in EconPapers)
JEL-codes: C14 C12 C20 (search for similar items in EconPapers)
Date: 2010-03
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:1212

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