Bounding quantile demand functions using revealed preference inequalities (Q469556)

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Language	Label	Description	Also known as
English	Bounding quantile demand functions using revealed preference inequalities	scientific article

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scholarly article

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Bounding quantile demand functions using revealed preference inequalities (English)

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Dennis Kristensen

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Richard Blundell

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Rosa L. Matzkin

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Journal of Econometrics

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publication date

11 November 2014

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zbMATH Keywords

consumer behavior

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revealed preference

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bounds

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quantile regression

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2014.01.005

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The Construction of Utility Functions from Expenditure Data

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On a System of Inequalities in Demand Analysis: An Extension of the Classical Method

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Estimation When a Parameter is on a Boundary

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A general asymptotic scheme for inference under order restrictions

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Specification and Identification of Stochastic Demand Models

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Heterogeneity and the Non-Parametric Analysis of Consumer Choice: Conditions for Invertibility

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On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)

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Estimating a Convex Function in Nonparametric Regression

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Best Nonparametric Bounds on Demand Responses

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Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves

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Bounding quantile demand functions using revealed preference inequalities

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The Identification Problem in Systems Nonlinear in the Variables

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The Random Utility Hypothesis and Inference in Demand Systems

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Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set

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Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

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The Revealed Preference Approach to Collective Consumption Behaviour: Testing and Sharing Rule Recovery

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Improving point and interval estimators of monotone functions by rearrangement

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Instrumental variable estimation of nonseparable models

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Estimation and Confidence Regions for Parameter Sets in Econometric Models

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Identification in Nonseparable Models

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Testing and imposing Slutsky symmetry in nonparametric demand systems

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Nonparametric methods for inference in the presence of instrumental variables

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Identification of Marginal Effects in Nonseparable Models Without Monotonicity

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Identification and estimation of local average derivatives in non-separable models without monotonicity

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Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

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Nonparametric Analysis of Random Utility Models

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Bayesian inference in a class of partially identified models

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Regression Quantiles

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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

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Estimating a smooth monotone regression function

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On Revealed Preference Analysis

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Nonparametric Estimation of Nonadditive Random Functions

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Identification in Nonparametric Simultaneous Equations Models

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Testing strictly concave rationality

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Revealed stochastic preference: a synthesis

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Monotone nonparametric regression

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Convergence rates and asymptotic normality for series estimators

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Instrumental Variable Estimation of Nonparametric Models

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Nonparametric Estimation of Triangular Simultaneous Equations Models

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Revealed Preference Theory

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Conditions for Identification in Nonparametric and Parametric Models

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SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS

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Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions

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Weak convergence and empirical processes. With applications to statistics

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The Nonparametric Approach to Demand Analysis

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The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models

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The asymptotic behavior of monotone regression estimates

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2014.01.005

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:469556

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