Non-parametric hypothesis testing procedures and applications to demand analysis

DOI10.1016/0304-4076(85)90136-8zbMath0626.62045OpenAlexW2071135486MaRDI QIDQ580848

Larry G. Epstein, Adonis John Yatchew

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90136-8

zbMATH Keywords

consistentdemand analysishomothetic utilityindependently and identically distributed disturbancesknown covariance matrixtests of utility maximizationupper bound on the significance level

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (8)

Non-parametric test of derivative restrictions robust to functional misspecification ⋮ Testing and imposing Slutsky symmetry in nonparametric demand systems ⋮ Shape constraints in economics and operations research ⋮ TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION ⋮ Seminonparametric Bayesian estimation of the asymptotically ideal production model ⋮ A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR ⋮ Revealed preference tests for weak separability: an integer programming approach ⋮ A revealed preference test for weakly separable utility maximization with incomplete adjustment

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