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Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness

Citations

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Cited by:

  1. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
  2. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
  3. Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
  4. Victor H Aguiar & Nail Kashaev, 2021. "Stochastic Revealed Preferences with Measurement Error [Consistency between Household-level Consumption Data from Registers and Surveys]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
  5. Charles Gauthier & Sebastiaan Maes & Raghav Malhotra, 2023. "Consumer Welfare under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Jun 2025.
  6. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
  7. Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2014. "Individual heterogeneity, nonlinear budget sets, and taxable income," CeMMAP working papers 21/14, Institute for Fiscal Studies.
  8. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
  9. David M. Kaplan, 2015. "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers 1516, Department of Economics, University of Missouri.
  10. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
  11. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
  12. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
  13. Sören Blomquist & Jerry A. Hausman & Whitney K. Newey, 2023. "The Econometrics of Nonlinear Budget Sets," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 287-306, September.
  14. Haruki Kono, 2025. "Untestability of Average Slutsky Symmetry," Papers 2501.18923, arXiv.org.
  15. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
  16. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
  17. Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020. "Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare," Working Papers of Department of Economics, Leuven 674666, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  18. Bhattacharya, Debopam, 2025. "Integrability and identification in multinomial choice models," Journal of Economic Theory, Elsevier, vol. 223(C).
  19. Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
  20. Sebastiaan Maes & Raghav Malhotra, 2024. "Beyond the Mean: Testing Consumer Rationality through Higher Moments of Demand," Papers 2407.01538, arXiv.org.
  21. Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  22. Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2023. "Nonparametric models in consumer behaviour," Working Papers of Department of Economics, Leuven 746841, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  23. Richard Blundell & Joel Horowitz & Matthias Parey, 2022. "Estimation of a Heterogeneous Demand Function with Berkson Errors," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 877-889, December.
  24. Florian Gunsilius & Lonjezo Sithole, 2025. "A Nonparametric Test of Slutsky Symmetry," Papers 2505.05603, arXiv.org.
  25. Aguiar, Victor H. & Serrano, Roberto, 2017. "Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality," Journal of Economic Theory, Elsevier, vol. 172(C), pages 163-201.
  26. Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2022. "Nonlinear Budget Set Regressions for the Random Utility Model," Working Papers 2219, Federal Reserve Bank of Dallas.
  27. Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
  28. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
  29. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  30. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
  31. Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers 42/14, Institute for Fiscal Studies.
  32. Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.
  33. Pirmin Fessler & Maximilian Kasy, 2019. "How to Use Economic Theory to Improve Estimators: Shrinking Toward Theoretical Restrictions," The Review of Economics and Statistics, MIT Press, vol. 101(4), pages 681-698, October.
  34. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2018. "Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors," CeMMAP working papers CWP67/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  35. Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers 34/13, Institute for Fiscal Studies.
  36. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
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