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A Test for Multimodality of Regression Derivatives with Application to Nonparametric Growth Regressions by Daniel J. Henderson is a Economics, Econometrics and Finance article available to read on EtoBox.
What is A Test for Multimodality of Regression Derivatives with Application to Nonparametric Growth Regressions about?
## 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.
Who reads A Test for Multimodality of Regression Derivatives with Application to Nonparametric Growth Regressions?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Daniel J. Henderson
- Publisher
- John Wiley and Sons; Wiley (John Wiley & Sons); John Wiley & Sons Inc.; Wiley (ISSN 0883-7252)
- Published
- 2010
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)