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The sad fate of the asymptotic Slutsky symmetry test for large systems

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  • Meisner, James F.
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 2 (1979)
    Issue (Month): 3 ()
    Pages: 231-233

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    Handle: RePEc:eee:ecolet:v:2:y:1979:i:3:p:231-233

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    Cited by:
    1. Tiffin, J. Richard & Balcombe, Kelvin George, 2003. "Testing Symmetry And Homogeneity In The Aids With Cointegrated Data Using Fully-Modified Estimation And The Bootstrap," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25845, International Association of Agricultural Economists.
    2. LaFrance, Jeffrey T., 1999. "An Econometric Model of the Demand for Food and Nutrition," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2z5516c2, Department of Agricultural & Resource Economics, UC Berkeley.
    3. Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, School of Economics and Management, University of Aarhus.
    4. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
    5. Ingco, Merlinda D., 1991. "Is rice becoming an inferior good? Food demand in the Philippines," Policy Research Working Paper Series 722, The World Bank.
    6. Movshuk, Oleksandr, 2003. "Does the choice of detrending method matter in demand analysis?," Japan and the World Economy, Elsevier, vol. 15(3), pages 341-359, August.
    7. Oral CAPPS, 1993. "Uses Of Supermarket Scan Data In Demand Analysis," Emerging Data Issues in Applied Food Demand Analysis; s21693capp01, S216, Food Demand and Consumption Behavior Regional Committee.
    8. Alhajji, A. F., 2002. "Hubbert's peak: the impending world oil shortage: Kenneth S. Deffeyes; Princeton University Press, 2001; 285 pp., US$24.95, hardcover, ISBN 0-691-09086-6," Resources Policy, Elsevier, vol. 28(1-2), pages 75-77.
    9. Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
    10. Clements, Kenneth W. & Qiang, Ye, 2003. "The Economics of Global Consumption Patterns," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35.
    11. Browning, Martin, 2005. "A working paper from April 1985: Which demand elasticities do we know and which do we need to know for policy analysis?," Research in Economics, Elsevier, vol. 59(4), pages 293-320, December.
    12. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0111, Université Laval - Département d'économique.
    13. Cashin, Paul, 1991. "A Model Of The Disaggregated Demand For Meat In Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(03), December.
    14. LaFrance, Jeffrey T., 1999. "U.S. Food and Nutrient Demand and the Effects of Agricultural Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt52h9v4dq, Department of Agricultural & Resource Economics, UC Berkeley.
    15. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
    16. MoonJoong Tcha & Gaku Takashina, 2001. "Is World Metal Consumption in Disarray?," Economics Discussion / Working Papers 01-05, The University of Western Australia, Department of Economics.

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