Holger Dette
Selected Publications
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
This paper is concerned with testing a core economic restriction, negative semidefiniteness of the Slutsky matrix. […]
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Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative […]