Please use this identifier to cite or link to this item:
Diack, Cheikh A. T.
Year of Publication: 
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,44
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.
least squares estimator
test of convexity
Likelihood ratio test
convex cone
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
223.48 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.