Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
From MaRDI portal
Publication:1893417
DOI10.1016/0304-4076(94)01637-FzbMath0820.62042OpenAlexW2043144955MaRDI QIDQ1893417
Publication date: 14 September 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01637-f
kernel estimatorsderivativesutility maximizationconsistent testsconsumer demandparametric testsSlutsky symmetrynonparametric moment-based testsQUAIDS functional formroot-\(N\) convergence of averages of functionsU.K. survey data
Related Items (16)
Testing and imposing Slutsky symmetry in nonparametric demand systems ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ Gini's multiple regressions: two approaches and their interaction ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗ ⋮ Consistent specification testing for conditional moment restrictions ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS ⋮ Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics ⋮ Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables ⋮ Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series ⋮ Consistent model specification tests for time series econometric models ⋮ A simple consistent bootstrap test for a parametric regression function ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semi-Nonparametric Maximum Likelihood Estimation
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Consistent estimation of the influence function of locally asymptotically linear estimators
- Choice of kernel order in density estimation
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- On the asymptotic normality of Fourier flexible form estimates
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- A limit theorem for a smooth class of semiparametric estimators
- Nonparametric Hypothesis Testing with Parametric Rates of Convergence
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Non-Parametric Tests of Consumer Behaviour
- A Consistent Conditional Moment Test of Functional Form
- A Heteroskedasticity Test Robust to Conditional Mean Misspecification
- Bandwidth Choice for Average Derivative Estimation
- The Influence Curve and Its Role in Robust Estimation
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- The Asymptotic Variance of Semiparametric Estimators
- Tests of Additive Derivative Constraints
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Semiparametric Estimation of Index Coefficients
This page was built for publication: Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
