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

DOI10.1016/J.JECONOM.2008.09.013zbMATH Open1429.62687OpenAlexW2042722091MaRDI QIDQ299490FDOQ299490

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)

Cites Work

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

Cited In (2)

• Estimating demand with distance functions: parameterization in the primal and dual
• Semiparametric indirect utility and consumer demand

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