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A Bootstrap Test for Positive Definiteness of Income Effect Matrices

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  • Härdle, Wolfgang
  • Hart, Jeffrey D.

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 8 (1992)
Issue (Month): 02 (June)
Pages: 276-292

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Handle: RePEc:cup:etheor:v:8:y:1992:i:02:p:276-292_01

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Cited by:
  1. HÄRDLE, Wolfgang & PARK, Byeong, 1992. "Testing increasing dispersion," CORE Discussion Papers 1992024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Manisha Chakrabarty & Anke Schmalenbach, 2002. "The Representative Agent Hypothesis: An Empirical Test," Bonn Econ Discussion Papers bgse26_2002, University of Bonn, Germany.
  3. Joachim Freyberger & Joel Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP31/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996.
  5. Werner Hildenbrand & Alois Kneip, 2002. "Aggregation under structural stability: the change in consumption of a heterogeneous population," Bonn Econ Discussion Papers bgse4_2002, University of Bonn, Germany.
  6. Koebel, Bertrand M. & Falk, Martin & Laisney, François, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

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