David Edgerton

Professor emeritus

Nonparametric tests of the necessary and sufficient conditions for separability

Författare

Barry E. Jones
Nadine McCloud
David L. Edgerton

Redaktör

William A. Barnett
Apostolos Serletis

Summary, in English

We survey the current state of the art in the use of nonparametric methods to test separability. We focus on three tests: Swofford and Whitney's (1994) joint test of the necessary and sufficient conditions for weak separability; Fleissig and Whitney's (2003) sequential test of those conditions; and Jones and Stracca's (2006) test of the necessary and sufficient conditions for additive separability. We illustrate the latter two tests by applying them to data generated from Barnett and Choi's (1989) WS-branch model. The empirical results show that these two tests are able to correctly identify separable structure in nearly all cases.

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