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Journal of econometrics
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ECONIS (ZBW)
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1
Revealed preference tests for weak separability : an integer programming approach
Cherchye, Laurens
;
Demuynck, Thomas
;
Rock, Bram de
; …
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 129-141
Persistent link: https://www.econbiz.de/10011349524
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2
Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
Geweke, John
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10009691161
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3
Bounding quantile demand functions using revealed preference inequalities
Blundell, Richard W.
;
Kristensen, Dennis
;
Matzkin, Rosa L.
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 112-127
Persistent link: https://www.econbiz.de/10010372658
Saved in:
4
Global identification of risk preferences with revealed preference data
Just, Richard E.
;
Just, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009270727
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5
Nonparametric tests of collectively rational consumption behavior : an integer programming procedure
Cherchye, Laurens
;
Rock, Bram de
;
Sabbe, Jeroen
; …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 258-265
Persistent link: https://www.econbiz.de/10003809323
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6
Reconciling introspective utility with revealed preference : experimental arguments based on prospect
theory
Abdellaoui, Mohammed
;
Barrios, Carolina
;
Wakker, Peter P.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 356-378
Persistent link: https://www.econbiz.de/10003451764
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7
Testing rationality without restricting heterogeneity
Kawaguchi, Kohei
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 153-171
Persistent link: https://www.econbiz.de/10011818350
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8
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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9
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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10
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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