Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

DOI10.1016/j.jeconom.2015.07.004zbMath1390.62071MaRDI QIDQ898590

Dette, Holger, Natalie Neumeyer, Stefan Hoderlein

Publication date: 18 December 2015

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

Full work available at URL: http://fmwww.bc.edu/EC-P/wp836.pdf

zbMATH Keywords

integrability; heterogeneity; quantile regression; nonparametric testing; nonseparable models; consumer demand

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)