Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

DOI10.1016/0304-4076(94)01637-FzbMath0820.62042OpenAlexW2043144955MaRDI QIDQ1893417

Arthur Lewbel

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

zbMATH Keywords

kernel estimatorsderivativesutility maximizationconsistent testsconsumer demandparametric testsSlutsky symmetrynonparametric moment-based testsQUAIDS functional formroot-\(N\) convergence of averages of functionsU.K. survey data

Mathematics Subject Classification ID

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

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

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