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The sad fate of the asymptotic Slutsky symmetry test for large systems

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  1. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
  2. K.W. Clements, 1988. "UWA Studies in Applied Demand Analysis," Economics Discussion / Working Papers 88-20, The University of Western Australia, Department of Economics.
  3. Browning, Martin, 2005. "A working paper from April 1985: Which demand elasticities do we know and which do we need to know for policy analysis?," Research in Economics, Elsevier, vol. 59(4), pages 293-320, December.
  4. Dhar, Tirtha Pratim & Chavas, Jean-Paul & Gould, Brian W., 2002. "An Empirical Assessment of Endogeneity Issues In Demand Analysis for Differentiated Products," Research Reports 25227, University of Connecticut, Food Marketing Policy Center.
  5. LaFrance, Jeffrey T., 1999. "An Econometric Model of the Demand for Food and Nutrition," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2z5516c2, Department of Agricultural & Resource Economics, UC Berkeley.
  6. LaFrance, Jeffrey T., 1999. "U.S. Food and Nutrient Demand and the Effects of Agricultural Policies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt52h9v4dq, Department of Agricultural & Resource Economics, UC Berkeley.
  7. Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, Department of Economics and Business Economics, Aarhus University.
  8. Alhajji, A. F., 2002. "Hubbert's peak: the impending world oil shortage: Kenneth S. Deffeyes; Princeton University Press, 2001; 285 pp., US$24.95, hardcover, ISBN 0-691-09086-6," Resources Policy, Elsevier, vol. 28(1-2), pages 75-77.
  9. James L. Seale & Mary A. Marchant & Alberto Basso, 2003. "Imports versus Domestic Production: A Demand System Analysis of the U.S. Red Wine Market," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(1), pages 187-202.
  10. Asci, Serhat & Seale, James L. & Onel, Gulcan & VanSickle, John J., 2016. "U.S. and Mexican Tomatoes: Perceptions and Implications of the Renegotiated Suspension Agreement," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(1), pages 1-23, January.
  11. Taylor, John C. & Clements, Kenneth W., 1983. "A simple portfolio allocation model of financial wealth," European Economic Review, Elsevier, vol. 23(2), pages 241-251.
  12. Clements, Kenneth W. & Gao, Grace, 2015. "The Rotterdam demand model half a century on," Economic Modelling, Elsevier, vol. 49(C), pages 91-103.
  13. Suh, Dong Hee & Moss, Charles B., 2014. "Dynamic Adjustment of Demand for Distiller's Grain: Implications for Feed and Livestock Markets," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162454, Southern Agricultural Economics Association.
  14. Serletis, Apostolos & Xu, Libo, 2021. "Consumption, Leisure, And Money," Macroeconomic Dynamics, Cambridge University Press, vol. 25(6), pages 1412-1441, September.
  15. Cashin, Paul, 1991. "A Model Of The Disaggregated Demand For Meat In Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(3), pages 1-21, December.
  16. Kenneth W. Clements & E. A. Selvanathan & Saroja Selvanathan, 1992. "Henri Theil’s Contributions to Demand Analysis," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 5, pages 74-104, Palgrave Macmillan.
  17. Tiffin, J. Richard & Balcombe, Kelvin George, 2003. "Testing Symmetry And Homogeneity In The Aids With Cointegrated Data Using Fully-Modified Estimation And The Bootstrap," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25845, International Association of Agricultural Economists.
  18. James L. Seale Jr., & Gulcan Onel & Manhong Zhu, 2016. "A New Empirical Output Allocation Model for the Competitive Multiproduct Firm," Economic Papers, The Economic Society of Australia, vol. 35(4), pages 403-410, December.
  19. S. Selvanathan & E.A. Selvanathan, 2005. "Empirical Regularities in Cross‐Country Alcohol Consumption," The Economic Record, The Economic Society of Australia, vol. 81(s1), pages 128-142, August.
  20. Suh, Dong Hee & Moss, Charles B., 2014. "Exploring Agricultural Production Systems: Interactions between the Crop and Livestock Sectors," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170149, Agricultural and Applied Economics Association.
  21. Oral CAPPS, 1993. "Uses Of Supermarket Scan Data In Demand Analysis," Emerging Data Issues in Applied Food Demand Analysis; s21693capp01, S216, Food Demand and Consumption Behavior Regional Committee.
  22. Kesavan, Thulasiram, 1988. "Monte Carlo experiments of market demand theory," ISU General Staff Papers 198801010800009854, Iowa State University, Department of Economics.
  23. Kenneth W. Clements & Dongling Chen, 1999. "Simulating Demand Systems," World Scientific Book Chapters, in: World Consumption Economics, chapter 8, pages 198-212, World Scientific Publishing Co. Pte. Ltd..
  24. Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
  25. E.J. Roberts, 1990. "The Demand for Meat: Part III," Economics Discussion / Working Papers 90-13, The University of Western Australia, Department of Economics.
  26. Manami Ogura & Kazuhiro Ohtani, 2007. "Testing demand homogeneity when error terms have an elliptically symmetric distribution," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 497-502.
  27. van Heeswijk, B J & de Boer, P M C & Harkema, R, 1993. "A Dynamic Specification of an AIDS Import Allocation Model," Empirical Economics, Springer, vol. 18(1), pages 57-73.
  28. Mazzocco, Michael A. & Eales, James S., 1987. "Estimating Factor Demands for Iltinois Cash Grain Farms: Differences Between Profitable and Unprofitable Farms," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269945, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  29. S. Selvanathan, 1987. "Do OECD Consumers Obey Demand Theory?," Economics Discussion / Working Papers 87-04, The University of Western Australia, Department of Economics.
  30. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0111, Université Laval - Département d'économique.
  31. Miyazaki, Shigetaka & Griffiths, William E., 1984. "The properties of some covariance matrix estimators in linear models with AR(1) errors," Economics Letters, Elsevier, vol. 14(4), pages 351-356.
  32. Schmitz, Troy G. & Seale, James L., 2002. "Import Demand for Disaggregated Fresh Fruits in Japan," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 34(3), pages 585-602, December.
  33. K.W. Clements, 1986. "The Computational Economics Projects at UWA: A review," Economics Discussion / Working Papers 86-08, The University of Western Australia, Department of Economics.
  34. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
  35. Kenneth W. Clements & Antony Selvanathan & Saroja Selvanathan, 1996. "Applied Demand Analysis: A Survey," The Economic Record, The Economic Society of Australia, vol. 72(216), pages 63-81, March.
  36. Clements, Kenneth W. & Qiang, Ye, 2003. "The Economics of Global Consumption Patterns," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(Supplemen), pages 1-17.
  37. Andrea Bucci, 2024. "A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models," Papers 2406.02152, arXiv.org.
  38. MoonJoong Tcha & Gaku Takashina, 2001. "Is World Metal Consumption in Disarray?," Economics Discussion / Working Papers 01-05, The University of Western Australia, Department of Economics.
  39. S. Selvanathan, 1988. "Regional Consumption Patterns: A system-wide analysis," Economics Discussion / Working Papers 88-14, The University of Western Australia, Department of Economics.
  40. C. Dongling, 1993. "Introduction to World Consumption Economics," Economics Discussion / Working Papers 93-23, The University of Western Australia, Department of Economics.
  41. Movshuk, Oleksandr, 2003. "Does the choice of detrending method matter in demand analysis?," Japan and the World Economy, Elsevier, vol. 15(3), pages 341-359, August.
  42. Toshinobu Matsuda, 2005. "Differential Demand Systems: A Further Look at Barten's Synthesis," Southern Economic Journal, John Wiley & Sons, vol. 71(3), pages 607-619, January.
  43. Barten, Anton P., 2003. "On the Empirical Content of Demand Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(Supplemen), pages 1-11.
  44. Kamil Dybczak & Peter Tóth & David Voòka, 2014. "Effects of Price Shocks on Consumer Demand: Estimating the QUAIDS Demand System on Czech Household Budget Survey Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(6), pages 476-500, December.
  45. Ufer, Danielle & Countryman, Amanda M. & Muhammad, Andrew, 2020. "How important are product attributes for U.S. lamb imports?," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 23(3), August.
  46. Ingco, Merlinda D., 1991. "Is rice becoming an inferior good? Food demand in the Philippines," Policy Research Working Paper Series 722, The World Bank.
  47. Bewley, Ronald A., 1987. "The Demand For Milk In Australia Estimation Of Price And Income Effects From The 1984 Household Expenditure Survey," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 31(3), pages 1-15, December.
  48. Kenneth W. Clements & Long Vo & Marc Jim Mariano, 2020. "Import Penetration And Consumption Of Domestic And Foreign Varieties," Economics Discussion / Working Papers 20-20, The University of Western Australia, Department of Economics.
  49. Saroja Selvanathan, 1991. "Regional Consumption Patterns in Australia: A System‐Wide Analysis," The Economic Record, The Economic Society of Australia, vol. 67(4), pages 338-345, December.
  50. Seale, James L. Jr. & Zhang, Lisha & Traboulsi, Mohamad R., 2013. "Domestic and Foreign Sources of U.S. Demand for Fresh Vegetables and Fruits," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150769, Agricultural and Applied Economics Association.
  51. K.W. Clements & S. Kapelle & E.J. Roberts, 1985. "Are Luxuries More Price Elastic than Necessities?," Economics Discussion / Working Papers 85-05, The University of Western Australia, Department of Economics.
  52. Rodrigo García Arancibia & Edith Depetris Guiguet, 2020. "Brazilian Import Demand of Dairy Products with Emphasis in the Mercosul Context [Demanda brasileira de importações de laticínios com ênfase no contexo do Mercosul]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 30(2), pages 551-577, May-Augus.
  53. Syriopoulos, Theodore, 2002. "Risk aversion and portfolio allocation to mutual fund classes," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 427-447.
  54. S. Selvanathan, 1987. "How Similar are OECD Consumers?," Economics Discussion / Working Papers 87-08, The University of Western Australia, Department of Economics.
  55. S. Selvanathan, 1988. "The Reliability of ML Estimators of Systems of Demand Equations," Economics Discussion / Working Papers 88-05, The University of Western Australia, Department of Economics.
  56. Dong Hee Suh & Charles B. Moss, 2017. "Dynamic adjustment of ethanol demand to crude oil prices: implications for mandated ethanol usage," Empirical Economics, Springer, vol. 52(4), pages 1587-1607, June.
  57. E.A. Selvanathan, 1985. "The Demand for Alcohol in the U.K.: An econometric study," Economics Discussion / Working Papers 85-06, The University of Western Australia, Department of Economics.
  58. P. Goldschmidt, 1990. "Economic Aspects of Alcohol Consumption in Australia: Part 2," Economics Discussion / Working Papers 90-17, The University of Western Australia, Department of Economics.
  59. Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
  60. Y. Qiang, 1999. "An Economy-wide Model of Western Australia: The theoretical structure," Economics Discussion / Working Papers 99-06, The University of Western Australia, Department of Economics.
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