Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/61284 
Year of Publication: 
1998
Series/Report no.: 
SFB 373 Discussion Paper No. 1998,44
Publisher: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Abstract: 
This paper provides a test of convexity of a regression function. This test is based on the least squares splines. The test statistic is shown to be asymptotically of size equal to the nominal level, while diverging to infinity if the convexity is misspecified. Therefore, the test is consistent against all deviations from the null hypothesis.
Subjects: 
least squares estimator
test of convexity
Likelihood ratio test
convex cone
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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