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Finite sample nonparametric tests for linear regressions
Schlag, Karl; Gossner, Olivier
Universitat Pompeu Fabra. Departament d'Economia i Empresa
We introduce several exact nonparametric tests for finite sample multivariatelinear regressions, and compare their powers. This fills an important gap inthe literature where the only known nonparametric tests are either asymptotic,or assume one covariate only.
2010-05-13
Microeconomics
exact
linear regression
nonparametric.
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Working Paper
         

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