A note on likelihood ratio tests of functional form and structural change in demand systems

DOI10.1016/0165-1765(84)90085-5MaRDI QIDQ374910zbMATH OpenOpenAlexFDO

Authors Terence J. Wales

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(84)90085-5

Mathematics Subject Classification ID

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

Recommendations

• Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation
• Some evidence on the performance of size correction factors in testing consumer demand models
• A non-nested test of the AIDS vs. the translog demand system
• Non-Parametric Tests of Consumer Behaviour
• Finite sample multivariate structural change tests with application to energy demand models

Cites work

• Conditional Demand Functions and Consumption Theory
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• Theory and Time Series Estimation of the Quadratic Expenditure System

Cited in

(4)

• A non-nested test of the AIDS vs. the translog demand system
• Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation
• Exact small-sample inference in stationary, fully regular, dynamic demand models
• An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model

This page was built for publication: A note on likelihood ratio tests of functional form and structural change in demand systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q374910)