Testing and imposing Slutsky symmetry in nonparametric demand systems

DOI10.1016/j.jeconom.2009.04.003zbMath1431.62620OpenAlexW2127729309MaRDI QIDQ2630083

Krishna Pendakur, Stefan Hoderlein, Berthold R. Haag

Publication date: 25 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.04.003

zbMATH Keywords

rationalitynonparametric regressionnonparametric testingdemand systemSlutsky symmetry

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items

REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS ⋮ Increasing the price variation in a repeated cross section ⋮ Testing and imposing Slutsky symmetry in nonparametric demand systems ⋮ Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ Semiparametric indirect utility and consumer demand ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ How many consumers are rational?

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