Inferential methods for elasticity estimates

DOI10.1016/J.JECONOM.2008.09.037MaRDI QIDQ299475zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
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• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3073468 (Why is no real title available?)
• A Geometric Approach to Confidence Sets for Ratios: Fieller's Theorem, Generalizations, and Bootstrap
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
• Bootstrapping regression models
• Confidence intervals and statistical power of the ``Validation ratio for surrogate or intermediate endpoints
• Estimation of Relationships for Limited Dependent Variables
• Fieller's theorem vs. The delta method for significance intervals for ratios
• High breakdown-point and high efficiency robust estimates for regression
• Interval Estimation of the Median Lethal Dose
• Least Median of Squares Regression
• Multiple Testing Versus Multiple Estimation. Improper Confidence Sets. Estimation of Directions and Ratios
• On multivariate confidence regions and simultaneous confidence limits for ratios
• On the Accuracy of Fieller Intervals for Binary Response Data
• Robust Statistics
• Semiparametric Regression
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Statistical Models
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models

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

Describes a project that uses

Uses Software

• boot
• bootstrap
• SemiPar
• EViews

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