Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation

DOI10.1111/J.1467-937X.2010.00607.XMaRDI QIDQ3065352zbMATH OpenOpenAlexFDO

Authors Sule Alan, Martin Browning

Publication date 5 January 2011

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-937x.2010.00607.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Recommendations

• A note on residual allocation models
• Interpreting the results of empirical analyses of intertemporal allocation: An identification problem
• Synthetic difference-in-differences estimation with staggered treatment timing
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
• Linear rational-expectations models with lagged expectations: a synthetic method
• Estimation of time series models using residuals dependence measures
• Interpolating exogenous variables in continuous time dynamic models
• Identification of nonparametric simultaneous equations models with a residual index structure

Cited in

(4)

• Interpreting the results of empirical analyses of intertemporal allocation: An identification problem
• Modeling movements in individual consumption: a time-series analysis of grouped data
• Risk aversion in a model of endogenous growth
• Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors

This page was built for publication: Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3065352)