Inferential methods for elasticity estimates

DOI10.1016/J.JECONOM.2008.09.037zbMATH Open1429.62669OpenAlexW2157480525MaRDI QIDQ299475FDOQ299475

Authors: J. N. Lye, D. J. Slottje, J. G. Hirschberg 

Publication date: 22 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.037

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zbMATH Keywords

semiparametricEngel curvesrobust regressionFieller methodTobit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Consumer behavior, demand theory (91B42)

Cites Work

• Semiparametric Regression
• Estimation of Relationships for Limited Dependent Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Statistics
• Bootstrapping regression models
• Least Median of Squares Regression
• High breakdown-point and high efficiency robust estimates for regression
• Statistical Models
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Title not available (Why is that?)
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
• On the Accuracy of Fieller Intervals for Binary Response Data
• On multivariate confidence regions and simultaneous confidence limits for ratios
• Fieller's theorem vs. The delta method for significance intervals for ratios
• Title not available (Why is that?)
• Interval Estimation of the Median Lethal Dose
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Multiple Testing Versus Multiple Estimation. Improper Confidence Sets. Estimation of Directions and Ratios
• Title not available (Why is that?)
• Confidence intervals and statistical power of the ``Validation ratio for surrogate or intermediate endpoints

Cited In (10)

• On the role of semielasticity in statistics
• The polar confidence curve for a ratio
• Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU
• On the estimation of Engel elasticities from grouped observations with application to Indonesian data
• Model averaging for varying-coefficient partially linear measurement error models
• Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares
• Income elasticity and economic development. Methods and applications.
• An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form
• Elasticity and its measurement
• Estimating both supply and demand elasticities using variation in a single tax rate

Uses Software

• EViews
• SemiPar
• bootstrap
• bootlib

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