Jądrowy test liniowości

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...

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Bibliographic Details
Published in:Acta Universitatis Nicolai Copernici. 2012-11, Vol.43 (2), p.183
Main Author: Sliwicki, Dominik
Format: Article
Language:eng ; pol
Subjects:
Estimates
Maximum likelihood method
Simulation
Studies
Online Access:Get full text
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Summary: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. [PUBLICATION ABSTRACT]
ISSN:2080-0339
2392-1269
DOI:10.12775/AUNC_EKON.2012.013