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Displaying results 1 to 4 of 4.

  1. Nonparametric estimation of demand elasticities using panel data
    Author: Hoderlein, Stefan; Shum, Matthew
    Published: April 7, 2014
    Publisher:  Boston College, Department of Economics, [Chestnut Hill, Mass.]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    No inter-library loan
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Boston College, Department of Economics ; 891
    Subjects: demand elasticities; nonparametric estimation
    Scope: 1 Online-Ressource (circa 19 Seiten)
  2. Inference on causal effects in a generalized Regression Kink Design
    Published: 2014
    Publisher:  Brandeis Univ., Dep. of Economics, Waltham, Mass.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Brandeis University, Department of Economics ; 83
    Subjects: Regression discontinuity design; regression kink design; treatment effects; nonseparable models; nonparametric estimation
    Scope: Online-Ressource (39, [51] S.), graph. Darst.
  3. Individual heterogeneity, nonlinear budget sets, and taxable income
    Published: 2014
    Publisher:  Centre for Microdata Methods and Practice, London

    Given the key role of the taxable income elasticity in designing an optimal tax system there are many studies attempting to estimate this elasticity. To account for nonlinear taxes these studies either use instrumental variables approaches that are... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 243 (2014,21)
    Inter-library loan:
    No inter-library loan

     

    Given the key role of the taxable income elasticity in designing an optimal tax system there are many studies attempting to estimate this elasticity. To account for nonlinear taxes these studies either use instrumental variables approaches that are not fully consistent, or impose strong functional form assumptions. None allow for general heterogeneity in preferences. In this paper we derive the mean and distribution of taxable income, conditional on a nonlinear budget set, allowing general heterogeneity and optimization errors for the mean. We find an important dimension reduction and use that to develop nonparametric estimation methods. We show how to nonparametrically estimate the conditional mean of taxable income imposing all the restrictions of utility maximization and allowing for measurement errors. We apply this method to Swedish data and estimate for prime age males a significant net of tax elasticity of 0.6 and a significant income elasticity of -0.08.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/97385
    Edition: This draft: April 2014
    Series: Cemmap working paper / Centre for Microdata Methods and Practice ; 21/14
    Subjects: Nonlinear budget sets; nonparametric estimation; heterogeneous preferences; taxable income; revealed stochastic preference
    Scope: Online-Ressource (41 S.)
  4. Nonparametric estimation of finite mixtures
    Author: Bonhomme, Stéphane; Jochmans, Koen; Robin, Jean-Marc
    Published: 2014
    Publisher:  Centre for Microdata Methods and Practice, London

    The aim of this paper is to provide simple nonparametric methods to estimate finitemixture models from data with repeated measurements. Three measurements suffice for the mixture to be fully identified and so our approach can be used even with very... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 243 (2014,11)
    Inter-library loan:
    No inter-library loan

     

    The aim of this paper is to provide simple nonparametric methods to estimate finitemixture models from data with repeated measurements. Three measurements suffice for the mixture to be fully identified and so our approach can be used even with very short panel data. We provide distribution theory for estimators of the mixing proportions and the mixture distributions, and various functionals thereof. We also discuss inference on the number of components. These estimators are found to perform well in a series of Monte Carlo exercises. We apply our techniques to document heterogeneity in log annual earnings using PSID data spanning the period 1969 - 1998.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/97364
    Edition: rev.
    Series: Cemmap working paper / Centre for Microdata Methods and Practice ; 11/14
    Subjects: finite-mixture model; nonparametric estimation; series expansion; simultaneousdiagonalization system
    Scope: Online-Ressource (34 S.), graph. Darst.