Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence
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- Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
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- repec:eee:jfpoli:v:71:y:2017:i:c:p:86-100 is not listed on IDEAS
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KeywordsHomogeneity; Nonparametric; Bootstrap; Specification Test; System of Equations;
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