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Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness

Citations

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
  8. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  9. Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2023. "Nonparametric Models in Consumer Behaviour," Working Papers ECARES 2023-04, ULB -- Universite Libre de Bruxelles.
  10. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
  11. 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.
  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. 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.
  14. Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  15. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
  16. David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Feb 2018.
  17. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
  18. 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.
  19. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
  20. 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.
  21. Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.
  22. 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.
  23. Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  24. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
  25. Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers 34/13, Institute for Fiscal Studies.
  26. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
  27. 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.
  28. Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
  29. Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
  30. Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers 42/14, Institute for Fiscal Studies.
  31. 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.
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