Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
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Cites work
- scientific article; zbMATH DE number 3624650 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1750184 (Why is no real title available?)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A note on non-parametric estimation with predicted variables
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- A stagewise rejective multiple test procedure based on a modified Bonferroni test
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- Comparing conditional quantile curves
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Empirical Evidence on the Law of Demand
- How many consumers are rational?
- Identification and estimation of local average derivatives in non-separable models without monotonicity
- Identification and estimation of triangular simultaneous equations models without additivity
- Identification in Nonseparable Models
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Introduction to empirical processes and semiparametric inference
- Local Linear Quantile Regression
- Multiple Comparisons
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Nonparametric Engel Curves and Revealed Preference
- Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
- Nonparametric Estimation of Nonadditive Random Functions
- On multivariate quantiles under partial orders
- Quantile functions for multivariate analysis: approaches and applications
- Quantile regression.
- Specification tests of parametric dynamic conditional quantiles
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- Tests of Additive Derivative Constraints
- The Demand Theory of the Weak Axiom of Revealed Preference
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
- U-processes: Rates of convergence
- Weak convergence and empirical processes. With applications to statistics
Cited in
(11)- Testing for monotonicity in unobservables under unconfoundedness
- Shape constraints in economics and operations research
- Discovering optimally representative dynamical locations (ORDL) in big multivariate spatiotemporal data: a case study of precipitation in Australia from space to ground sensors
- Frequentist properties of Bayesian inequality tests
- Applied welfare analysis for discrete choice with interval-data on income
- Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
- Conditional quantile processes based on series or many regressors
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
- Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality
- Integrability and identification in multinomial choice models
- Testing the homogeneous marginal utility of income assumption
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