A bootstrap test for positive definiteness of income effect matrices
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Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1990053.
Date of creation: 01 Jan 1990
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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.
- Haerdle,W. & Hart,J.D., 1989. "A bootstrap test forpositive definiteness of income effect matrices," Discussion Paper Serie A 199, University of Bonn, Germany.
- 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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- B.U.PARK & Wolfgang HAERDLE, .
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- 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.
- Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996.
- Schmalenbach, Anke & Manisha Chakrabarty, 2003.
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- Manisha Chakrabarty & Anke Schmalenbach, 2002. "The Representative Agent Hypothesis: An Empirical Test," Bonn Econ Discussion Papers bgse26_2002, University of Bonn, Germany.
- 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.
- 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.
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