Non-parametric hypothesis testing procedures and applications to demand analysis

DOI10.1016/0304-4076(85)90136-8MaRDI QIDQ580848zbMATH OpenOpenAlexFDO

Authors Larry G. Epstein, Adonis 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

demand analysisconsistenthomothetic utilityindependently and identically distributed disturbancesknown covariance matrixtests of utility maximizationupper bound on the significance level

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(10)

• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• Shape constraints in economics and operations research
• Non-parametric test of derivative restrictions robust to functional misspecification
• Non-Parametric Tests of Consumer Behaviour
• TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION
• Testing and imposing Slutsky symmetry in nonparametric demand systems
• 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
• Nonparametric analysis of random utility models: computational tools for statistical testing
• A revealed preference test for weakly separable utility maximization with incomplete adjustment

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