Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
From MaRDI portal
Publication:898590
DOI10.1016/j.jeconom.2015.07.004zbMath1390.62071OpenAlexW2106386418MaRDI QIDQ898590
Stefan Hoderlein, Natalie Neumeyer, Dette, Holger
Publication date: 18 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://fmwww.bc.edu/EC-P/wp836.pdf
integrabilityheterogeneityquantile regressionnonparametric testingnonseparable modelsconsumer demand
Nonparametric hypothesis testing (62G10) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
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