Tests of Independence in Separable Econometric Models
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- Donald J. Brown, 2004. "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers ysm329, Yale School of Management.
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- Donald J. Brown & Caterina Calsamiglia, 2003. "Rationalizing and Curve-Fitting Demand Data with Quasilinear Utilities," Cowles Foundation Discussion Papers 1399R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
More about this item
KeywordsCramer-von Mises distance; Empirical independence processes; Random utility models; Semiparametric econometric models; Specification test of independence;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-02-10 (All new papers)
- NEP-ECM-2003-02-15 (Econometrics)
- NEP-PKE-2003-02-10 (Post Keynesian Economics)
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