The sad fate of the asymptotic Slutsky symmetry test for large systems
Economics LettersPublished 1 January 1979
James F. Meisner
Citations175
SJR quartileQ2
SJR score0.76
SNIP0.98
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Abstract
The standard test statistic for Slutsky symmetry is biased toward rejection of the null hypothesis, particularly for large demand equation systems.
Keywords
Economics, Econometrics and FinanceBusiness, Management and Accounting
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