With or Without U? The Appropriate Test for a U-Shaped Relationship
With or Without U? The Appropriate Test for a U-Shaped Relationship
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DOI：
10.1111/j.1468-0084.2009.00569.x
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发表时间：
2010-02-01
影响因子：
2.5
通讯作者：
Mehlum, Halvor
中科院分区：
文献类型：
--
作者：
Lind, Jo Thori;Mehlum, Halvor
非线性关系在经济理论中很常见，而且这种关系也经常被经验检验。我们认为，通常的测试非线性关系是有缺陷的，并得出适当的测试U形关系。我们的检验给出了一大类模型中有限样本U形检验的充分必要条件。
Nonlinear relationships are common in economic theory, and such relationships are also frequently tested empirically. We argue that the usual test of nonlinear relationships is flawed and derive the appropriate test for a U-shaped relationship. Our test gives the exact necessary and sufficient conditions for the test of a U shape in finite samples in a large class of models.