Local and global rank tests for multivariate varying-coefficient models
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011. "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
References listed on IDEAS
- Jianqing Fan & Wenyang Zhang, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 715-731, December.
- Newey, Whitney K., 1994.
"Kernel Estimation of Partial Means and a General Variance Estimator,"
Econometric Theory, Cambridge University Press, vol. 10(2), pages 1-21, June.
- Newey, W.K., 1992. "Kernel Estimation of Partial Means and a General Variance Estimator," Working papers 93-3, Massachusetts Institute of Technology (MIT), Department of Economics.
- Jean-Marc Robin & Richard Smith, 2000. "Tests of rank," Post-Print hal-03587662, HAL.
- Cragg, John G. & Donald, Stephen G., 1993. "Testing Identifiability and Specification in Instrumental Variable Models," Econometric Theory, Cambridge University Press, vol. 9(2), pages 222-240, April.
- Robin, Jean-Marc & Smith, Richard J., 2000.
"Tests Of Rank,"
Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
- Robin, J.M. & Smith, R.J., 1995. "Tests of Rank," Cambridge Working Papers in Economics 9521, Faculty of Economics, University of Cambridge.
- Jean-Marc Robin & Richard J. Smith, 2000. "Tests of rank," Post-Print hal-00357758, HAL.
- Fortuna, Natercia, 2008.
"Local rank tests in a multivariate nonparametric relationship,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
- Natércia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers 137, Universidade do Porto, Faculdade de Economia do Porto.
- Lewbel, Arthur, 1991. "The Rank of Demand Systems: Theory and Nonparametric Estimation," Econometrica, Econometric Society, vol. 59(3), pages 711-730, May.
- John Muellbauer, 1975. "Aggregation, Income Distribution and Consumer Demand," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(4), pages 525-543.
- repec:cup:etheor:v:10:y:1994:i:2:p:233-53 is not listed on IDEAS
- Christopher J. Nicol, 2001. "The rank and model specification of demand systems: an empirical analysis using United States microdata," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 259-289, February.
- Cragg, John G. & Donald, Stephen G., 1997. "Inferring the rank of a matrix," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 223-250.
- Christopher J. Nicol, 2001. "The rank and model specification of demand systems: an empirical analysis using United States microdata," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 259-289, February.
- repec:cup:etheor:v:9:y:1993:i:2:p:222-40 is not listed on IDEAS
- Stephen G. Donald, 1997. "Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship," Econometrica, Econometric Society, vol. 65(1), pages 103-132, January.
- Muellbauer, John, 1976. "Community Preferences and the Representative Consumer," Econometrica, Econometric Society, vol. 44(5), pages 979-999, September.
- Li, Qi, et al, 2002. "Semiparametric Smooth Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 412-422, July.
- James Banks & Richard Blundell & Arthur Lewbel, 1997. "Quadratic Engel Curves And Consumer Demand," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 527-539, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Fortuna, Natercia, 2008.
"Local rank tests in a multivariate nonparametric relationship,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natércia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers 137, Universidade do Porto, Faculdade de Economia do Porto.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fortuna, Natercia, 2008.
"Local rank tests in a multivariate nonparametric relationship,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 162-182, January.
- Natércia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers 137, Universidade do Porto, Faculdade de Economia do Porto.
- Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
- Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007.
"On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators,"
Econometric Theory, Cambridge University Press, vol. 23(6), pages 1217-1232, December.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers 167, Universidade do Porto, Faculdade de Economia do Porto.
- Gonzalo Camba-Mendez & George Kapetanios, 2005.
"Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling,"
Working Papers
541, Queen Mary University of London, School of Economics and Finance.
- Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
- Kleibergen, Frank & Paap, Richard, 2006.
"Generalized reduced rank tests using the singular value decomposition,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
- Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
- Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- Takashi Unayama, 2006.
"The Engel curve for alcohol and the rank of demand systems,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1019-1038, November.
- Takashi Unayama, 2006. "The Engel curve for alcohol and the rank of demand systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1019-1038.
- Majid M. Al-Sadoon, 2014.
"A general theory of rank testing,"
Economics Working Papers
1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
- Majid M. Al-Sadoon, 2015. "A General Theory of Rank Testing," Working Papers 750, Barcelona School of Economics.
- 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.
- Dauphin, Anyck & El Lahga, Abdel Rahmen & Fortin, Bernard & Lacroix, Guy, 2008. "Are Children Decision-Makers Within the Household?," IZA Discussion Papers 3728, Institute of Labor Economics (IZA).
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2010. "Are Children Decision-Makers Within the Household?," CIRANO Working Papers 2010s-17, CIRANO.
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2008. "Are Children Decision-Makers Within the Household?," Cahiers de recherche 0829, CIRPEE.
- Thomas F. Crossley & Hamish W. Low, 2011.
"Is The Elasticity Of Intertemporal Substitution Constant?,"
Journal of the European Economic Association, European Economic Association, vol. 9(1), pages 87-105, February.
- Thomas Crossley & Hamish Low, 2005. "Is the elasticity of intertemporal substitution constant?," IFS Working Papers W05/25, Institute for Fiscal Studies.
- Barnett, William A. & Serletis, Apostolos, 2008.
"Consumer preferences and demand systems,"
Journal of Econometrics, Elsevier, vol. 147(2), pages 210-224, December.
- William Barnett & Apostolos Serletis, 2008. "Consumer preferences and demand systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200801, University of Kansas, Department of Economics, revised Jan 2008.
- Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany.
- Panayiota Lyssiotou, 2003. "On estimating the cost of characteristics indices from consumer demand analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(2), pages 326-349, May.
- Dauphin, Anyck & El Lahga, Abdel-Rahmen & Fortin, Bernard & Lacroix, Guy, 2006.
"Choix de consommation des ménages en présence de plusieurs décideurs,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(1), pages 87-118, mars-juin.
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2004. "Choix de consommation des ménages en présence de plusieurs décideurs," Cahiers de recherche 0433, CIRPEE.
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2006. "Choix de consommation des ménages en présence de plusieurs décideurs," Post-Print hal-00279361, HAL.
- LaFrance, Jeffrey T., 2008.
"The structure of US food demand,"
Journal of Econometrics, Elsevier, vol. 147(2), pages 336-349, December.
- LaFrance, Jeffrey, 1998. "The Structure of U.S. Food Demand," CUDARE Working Papers 198672, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Jeffrey LaFrance, 2008. "The Structure of US Food Demand," Working Papers 2008-10, School of Economic Sciences, Washington State University.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Barnett, William A. & Serletis, Apostolos, 2008.
"Measuring Consumer Preferences and Estimating Demand Systems,"
MPRA Paper
12318, University Library of Munich, Germany.
- William Barnett & Apostolos Serletis, 2009. "Measuring Consumer Preferences and Estimating Demand Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200901, University of Kansas, Department of Economics, revised Jan 2009.
- Inoue, Atsushi & Rossi, Barbara, 2011.
"Testing for weak identification in possibly nonlinear models,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
- Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
- Bernard Fortin & Guy Lacroix & Anyck Dauphin & Abdel-Rahmen El Lahga, 2004. "Choix de consommation des ménages en présence de plusieurs décideurs," CIRANO Working Papers 2004s-63, CIRANO.
- Simon Alder & Timo Boppart & Andreas Müller, 2022.
"A Theory of Structural Change That Can Fit the Data,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 160-206, April.
- Simon Alder & Andreas Mueller & Timo Boppart, 2018. "A theory of structural change that can fit the data," 2018 Meeting Papers 988, Society for Economic Dynamics.
- Boppart, Timo & Alder, Simon & Müller, Andreas, 2019. "A theory of structural change that can fit the data," CEPR Discussion Papers 13469, C.E.P.R. Discussion Papers.
- Crossley, T.F. & Low, H.W., 2005.
"Unexploited Connections Between Intra- and Inter-temporal Allocation,"
Cambridge Working Papers in Economics
0537, Faculty of Economics, University of Cambridge.
- Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Social and Economic Dimensions of an Aging Population Research Papers 131, McMaster University.
- Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Quantitative Studies in Economics and Population Research Reports 395, McMaster University.
- Forchini, Giovanni, 2008. "A characterization of invariant tests for identification in linear structural equations," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February.
- Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
More about this item
Keywords
varying-coefficient model; kernel smoothing; matrix rank estimation; demand systems; local and global ranks;All these keywords.
JEL classification:
- 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
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-12-09 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:por:fepwps:196. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/fepuppt.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.