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

DOI10.1016/J.JECONOM.2008.09.013zbMath1429.62687OpenAlexW2042722091MaRDI QIDQ299490

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 Carlodemand systemstranslogdata augmentationcoherencyGibbs' sampling

Mathematics Subject Classification ID

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

Related Items (1)

Semiparametric indirect utility and consumer demand

Cites Work

• Estimation of consumer demand systems with binding non-negativity constraints
• Imposing curvature restrictions on flexible functional forms
• Coherency and regularity of demand systems with equality and inequality constraints
• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• The Econometrics of Nonlinear Budget Sets
• Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach
• The Calculation of Posterior Distributions by Data Augmentation
• Flexible Functional Forms and Global Curvature Conditions
• 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

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