Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation

DOI10.1023/A:1008627722924zbMATH Open0894.90038OpenAlexW1577018655MaRDI QIDQ1372900FDOQ1372900

Authors: Spyros G. Zarkos, Francisco Cribari-Neto 

Publication date: 4 November 1997

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008627722924

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zbMATH Keywords

homogeneity testssimulation resultssymmetry testsasymptotic testsfinite-sample performancesystems of demand equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (2)

• Simulation based finite and large sample tests in multivariate regressions
• A note on likelihood ratio tests of functional form and structural change in demand systems

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