Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints

DOI10.1016/J.JECONOM.2008.09.013MaRDI QIDQ299490zbMATH OpenOpenAlexFDO

Authors Daniel L. Millimet, Rusty Tchernis

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.2008.09.013

zbMATH Keywords

Markov chain Monte Carlodata augmentationGibbs' samplingdemand systemstranslogcoherency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42)

Recommendations

• Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach
• Regressor dimension reduction with economic constraints: the example of demand systems with many goods
• Demand estimation with high-dimensional product characteristics
• Bounding quantile demand functions using revealed preference inequalities
• Estimation with inequality constraints on parameters and truncation of the sampling distribu\-tion

Cites work

• Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
• Coherency and regularity of demand systems with equality and inequality constraints
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• Estimation of consumer demand systems with binding non-negativity constraints
• Flexible Functional Forms and Global Curvature Conditions
• Imposing curvature restrictions on flexible functional forms
• Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach
• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• The Calculation of Posterior Distributions by Data Augmentation
• The Econometrics of Nonlinear Budget Sets

Cited in

(5)

• Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach
• Estimating demand with distance functions: parameterization in the primal and dual
• Semiparametric indirect utility and consumer demand
• Regressor dimension reduction with economic constraints: the example of demand systems with many goods
• Demand estimation with high-dimensional product characteristics

This page was built for publication: Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q299490)