Inferential methods for elasticity estimates

DOI10.1016/j.jeconom.2008.09.037zbMath1429.62669OpenAlexW2157480525MaRDI QIDQ299475

Daniel J. Slottje, J. N. Lye, Joseph 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

Engel curvesrobust regressionsemiparametricFieller methodTobit

Mathematics Subject Classification ID

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

Related Items (4)

Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares ⋮ Model averaging for varying-coefficient partially linear measurement error models ⋮ Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU ⋮ The polar confidence curve for a ratio

Uses Software

• EViews
• SemiPar
• bootstrap
• bootlib

Cites Work

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• Estimation of Relationships for Limited Dependent Variables
• High breakdown-point and high efficiency robust estimates for regression
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
• Bootstrapping regression models
• On the Accuracy of Fieller Intervals for Binary Response Data
• Least Median of Squares Regression
• On multivariate confidence regions and simultaneous confidence limits for ratios
• Fieller's theorem vs. The delta method for significance intervals for ratios
• Semiparametric Regression
• Statistical Models
• 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
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Robust Statistics
• Confidence intervals and statistical power of the ``Validation ratio for surrogate or intermediate endpoints

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