Bayesian analysis on Engel curves estimation with measurement errors and an instrumental variable

Journal of Business and Economic Statistics

Volumn 19, Issue 3, 2001, Pages 292-298

  Hasegawa, Hikaru ^a   Kozumi, Hideo ^a  

^a HOKKAIDO UNIVERSITY   (Japan)

Author keywords

Errors in variables; Generalized method of moments (GMM); Markov chain Monte Carlo (MCMC); Working leser specification

Indexed keywords

EID: 0035628846     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101681019945     Document Type: Article

References (25)

1. Banks, J., Blundell, R., and Lewbel, A. (1997),"Quadratic Engel Curves and Consumer Demand," The Review of Economics and Statistics, 79, 527-539.
2. Berger, J. (1985), Statistical Decision Theory and Bayesian Analysis, New York: Springer-Verlag.
3. Blundell, R., Duncan, A., and Pendakur, K. (1998),"Semiparametric Estimation and Consumer Demand," Journal of Applied Econometrics, 13, 435-461.
4. Chib, S., and Greenberg, E. (1995),"Understanding the Metropolis-Hastings Algorithm," The American Statistician, 49, 327-335.
5. Deaton, A. (1997), The Analysis of Household Sureys: A Microeconometric Approach to Development Policy, Baltimore: The Johns Hopkins University Press.
6. Deaton, A., and Muellbauer, J. (1980a), Economics and Consumer Behavior, Cambridge, U.K.: Cambridge University Press.
7. _ (1980b),"An Almost Ideal Demand System," American Economic Review, 70, 312-326.
8. Doornik, J. A. (1999), Object-Oriented Matrix Programming Using Ox 2.1, London: Timberlake Consultants Ltd.
9. Engel, J., and Kneip, A. (1996),"Recent Approaches to Estimating Engel Curves," Journal of Economics, 63, 187-212.
10. Fuller, W. A. (1987), Measurement Error Models, New York: Wiley.
11. Griliches, Z., and Ringstad, V. (1970),"Error-in-the-Variables Bias in Nonlinear Contexts," Econometrica, 38, 368-370.
12. Groves, R. M. (1989), Survey Errors and Survey Costs, New York: Wiley.
13. Hausman, J. A., Newey, W. K., Ichimura, H., and Powell, J. L. (1991),"Identification and Estimation of Polynomial Errors-in-Variables Model," Journal of Econometrics, 50, 273-295.
14. Hausman, J. A., Newey, W. K., and Powell, J. L. (1995),"Nonlinear Errors in Variables: Estimation of Some Engel Curves," Journal of Econometrics, 65, 205-233.
15. Leamer, E. E. (1978), Specification Searches, New York: Wiley.
16. Leser, C. E. V. (1963),"Forms of Engel Function," Econometrica, 31, 694-703.
17. Lewbel, A. (1996),"Demand Estimation With Expenditure Measurement Errors on the Left and Right Hand Side," The Review of Economics and Statistics, 78, 718-725.
18. Mallick, B. K., and Gelfand, A. E. (1996),"Semiparametric Errors-in-Variables Models: A Bayesian Approach," Journal of Statistical Planning and Inference, 52, 307-321.
19. Müller, P., and Roeder, K. (1998),"A Bayesian Semiparametric Model for Case-Control Studies With Errors in Variables," Biometrika, 84, 523-537.
20. Polasek, W. (1993),"Bayesian Generalized Errors-in-Variables (GEIV) Models for Censored Regressions," WWZ Discussion Paper 9310, University of Basel.
21. Prais, S. J., and Houthakker, H. S. (1955), The Analysis of Family Budgets, Cambridge, U.K.: Cambridge University Press.
22. Richardson, S., and Gilks, W. A. (1993a),"Conditional Independence Models for Epidemiological Studies With Covariate Measurement Error," Statistics in Medicine, 12, 1703-1722.
23. _ (1993b),"A Bayesian Approach to Measurement Error Problems in Epidemiology Using Conditional Independence Models," American Journal of Epidemiology, 138, 430-442.
24. Robert, C. P. (1994), The Bayesian Choice: A Decision-Theoretic Motivation, New York: Springer-Verlag.
25. Working, H. (1943),"Statistical Laws of Family Expenditure," Journal of the American Statistical Association, 38, 43-56.