Bounding quantile demand functions using revealed preference inequalities

DOI10.1016/j.jeconom.2014.01.005zbMath1298.91101OpenAlexW3124814601WikidataQ57338870 ScholiaQ57338870MaRDI QIDQ469556

Dennis Kristensen, Richard Blundell, Rosa L. Matzkin

Publication date: 11 November 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.01.005

zbMATH Keywords

boundsquantile regressionrevealed preferenceconsumer behavior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

Related Items (15)

Testing for monotonicity in unobservables under unconfoundedness ⋮ Inverse problems of demand analysis and their applications to computation of positively-homogeneous Konüs-Divisia indices and forecasting ⋮ The triangular model with random coefficients ⋮ Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality ⋮ Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ Specification testing in random coefficient models ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Shape constraints in economics and operations research ⋮ Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures ⋮ A dual approach to inference for partially identified econometric models ⋮ Testing the homogeneous marginal utility of income assumption ⋮ Stochastic volatility demand systems ⋮ Revealed preference tests for weak separability: an integer programming approach ⋮ Revealed preference theory for finite choice sets

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