Non-parametric hypothesis testing procedures and applications to demand analysis

DOI10.1016/0304-4076(85)90136-8zbMATH Open0626.62045OpenAlexW2071135486MaRDI QIDQ580848FDOQ580848

Authors: Larry G. Epstein, Adonis Yatchew 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90136-8

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zbMATH Keywords

demand analysisconsistenthomothetic utilityindependently and identically distributed disturbancesknown covariance matrixtests of utility maximizationupper bound on the significance level

Mathematics Subject Classification ID

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

Cites Work

• Relations between Weak and Uniform Convergence of Measures with Applications
• Consistent nonparametric regression. Discussion
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• An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form
• Efficiency Estimation of Production Functions
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• Tests for the consistency of consumer data
• The Nonparametric Approach to Production Analysis
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
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• Afriat and Revealed Preference Theory
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• Estimation Non-paramétrique de la Régression: Revue Bibliographique

Cited In (10)

• Non-Parametric Tests of Consumer Behaviour
• Shape constraints in economics and operations research
• Revealed preference tests for weak separability: an integer programming approach
• TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION
• Nonparametric analysis of random utility models: computational tools for statistical testing
• A revealed preference test for weakly separable utility maximization with incomplete adjustment
• Non-parametric test of derivative restrictions robust to functional misspecification
• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• Testing and imposing Slutsky symmetry in nonparametric demand systems
• A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR

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