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