A bootstrap test forpositive definiteness of income effect matrices
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Bibliographic InfoPaper provided by University of Bonn, Germany in its series Discussion Paper Serie A with number 199.
Date of creation: Mar 1989
Date of revision:
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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 6884
Web page: http://www.bgse.uni-bonn.de
Bootstrap; Central limit theorem; Average derivative estimation (ADE); Kernel estimator; U-statistics;
Other versions of this item:
- Härdle, Wolfgang & Hart, Jeffrey D., 1992. "A Bootstrap Test for Positive Definiteness of Income Effect Matrices," Econometric Theory, Cambridge University Press, vol. 8(02), pages 276-292, June.
- Hardle, W. & Hart, J., 1990. "A bootstrap test for positive definiteness of income effect matrices," CORE Discussion Papers 1990053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- HÄRDLE, Wolfgang & HART, Jeffrey D., . "A bootstrap test for positive definiteness of income effect matrices," CORE Discussion Papers RP -999, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996.
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