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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

Citations

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Cited by:

  1. Haruki Kono, 2025. "Untestability of Average Slutsky Symmetry," Papers 2501.18923, arXiv.org, revised Oct 2025.
  2. Jinhyun Lee, 2013. "A Consistent Nonparametric Bootstrap Test of Exogeneity," Discussion Paper Series, School of Economics and Finance 201316, School of Economics and Finance, University of St Andrews.
  3. Anyck Dauphin & Abdel‐Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2011. "Are Children Decision‐Makers within the Household?," Economic Journal, Royal Economic Society, vol. 121(553), pages 871-903, June.
  4. Temel, Tugrul T., 2001. "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL 20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  5. Li, Q. & Wang, Suojin, 1998. "A simple consistent bootstrap test for a parametric regression function," Journal of Econometrics, Elsevier, vol. 87(1), pages 145-165, August.
  6. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
  7. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  8. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
  9. Yanqin Fan & Qi Li, 2002. "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 337-352.
  10. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
  11. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875.
  12. Lee, Jinhyun, 2013. "A Consistent Nonparametric Bootstrap Test of Exogeneity," SIRE Discussion Papers 2013-95, Scottish Institute for Research in Economics (SIRE).
  13. Xiaojun Song & Jichao Yuan, 2026. "A Projection Approach to Nonparametric Significance and Conditional Independence Testing," Papers 2602.15289, arXiv.org.
  14. Arabatzis, Garyfallos & Klonaris, Stathis, 2009. "An analysis of Greek wood and wood product imports: Evidence from the linear quadratic aids," Forest Policy and Economics, Elsevier, vol. 11(4), pages 266-270, July.
  15. Delgado, Miguel A. & Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. Victor Aguiar & Roberto Serrano, 2015. "Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour," Working Papers 2015-1, Brown University, Department of Economics.
  17. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
  18. Hiroaki Kaido & Andres Santos, 2014. "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities," Econometrica, Econometric Society, vol. 82(1), pages 387-413, January.
  19. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
  20. Daniel Gutknecht & Stefan Hoderlein & Michael Peters, 2016. "Constrained Information Processing and Individual Income Expectations," Boston College Working Papers in Economics 898, Boston College Department of Economics.
  21. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
  22. Ian Crawford & Matthew Polisson, 2015. "Demand Analysis with Partially Observed Prices," Discussion Papers in Economics 15/12, Division of Economics, School of Business, University of Leicester, revised Dec 2016.
  23. Michael Fesseha Yohannes & Toshinobu Matsuda, 2016. "Weather Effects on Household Demand for Coffee and Tea in Japan," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 33-44, January.
  24. Whang, Yoon-Jae, 2001. "Consistent specification testing for conditional moment restrictions," Economics Letters, Elsevier, vol. 71(3), pages 299-306, June.
  25. Arthur Lewbel & Linton, Oliver Linton, 1998. "Nonparametric Censored Regression," Cowles Foundation Discussion Papers 1186, Cowles Foundation for Research in Economics, Yale University.
  26. Edna Schechtman & Shlomo Yitzhaki & Taina Pudalov, 2011. "Gini’s multiple regressions: two approaches and their interaction," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 67-99.
  27. Florian Gunsilius & Lonjezo Sithole, 2025. "Nonparametric Testability of Slutsky Symmetry," Papers 2505.05603, arXiv.org, revised Feb 2026.
  28. Toshinobu Matsuda, 2007. "Linearizing the inverse quadratic almost ideal demand system," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 381-396.
  29. Chen, Xiaohong & Fan, Yanqin, 1999. "Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series," Journal of Econometrics, Elsevier, vol. 91(2), pages 373-401, August.
  30. Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna, 2009. "Testing and imposing Slutsky symmetry in nonparametric demand systems," Journal of Econometrics, Elsevier, vol. 153(1), pages 33-50, November.
  31. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
  32. Pascal Lavergne & Valentin Patilea, 2012. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52.
  33. Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
  34. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
  35. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
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