回归导数多模态性检验及其在非参数增长回归中的应用

A test for multimodality of regression derivatives with application to nonparametric growth regressions

Journal of Applied Econometrics · 2009
被引 29
人大 AABS 3

中文导读

提出一种检验非参数回归中导数估计核密度多模态性的方法,并将其应用于增长回归,发现无条件β收敛中偏效应分布呈多模态,而条件β收敛中分布主要为负且单模态证据不一。

Abstract

Abstract 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.

非参数回归导数估计多模态检验β收敛