Testing for weak separability

DOI10.1108/S0731-9053(2009)0000024008zbMATH Open1189.91147OpenAlexW2186435783MaRDI QIDQ3573014FDOQ3573014

Gerald A. Whitney, Adrian R. Fleissig

Publication date: 30 June 2010

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

Full work available at URL: https://doi.org/10.1108/s0731-9053(2009)0000024008

Recommendations

• A nonparametric test of weak separability and consumer preferences
• A Monte Carlo study of the necessary and sufficient conditions for weak separability
• Tests for the consistency of consumer data
• Revealed preference tests for weak separability: an integer programming approach
• Testing for weak separability and utility maximization with incomplete adjustment

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (3)

• ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
• Testing for weak separability and utility maximization with incomplete adjustment
• Indistinguishability tests in the actor–partner interdependence model

This page was built for publication: Testing for weak separability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3573014)