메뉴 건너뛰기




Volumn 92, Issue 1, 2010, Pages 246-257

Semiparametric estimation of consumer demand systems with micro data

Author keywords

censored demand system; semiparametric estimator; two step estimator

Indexed keywords

DEMAND ANALYSIS; ECONOMIC ANALYSIS; ESTIMATION METHOD; HOUSEHOLD SURVEY; MAXIMUM LIKELIHOOD ANALYSIS;

EID: 77956564360     PISSN: 00029092     EISSN: 14678276     Source Type: Journal    
DOI: 10.1093/ajae/aap014     Document Type: Article
Times cited : (16)

References (26)
  • 1
    • 0001898398 scopus 로고
    • Kernel estimators of regression functions
    • T. Bewley, ed., Fifth World Congress. New York: Cambridge University Press
    • Bierens,H. 1987.Kernel Estimators of Regression Functions. InT. Bewley, ed.,Advances in Econometrics, Fifth World Congress. New York: Cambridge University Press, pp. 99-144.
    • (1987) Advances in Econometrics , pp. 99-144
    • Bierens, H.1
  • 2
    • 38249009351 scopus 로고
    • Discrete/ continuous models of consumer demand with binding nonnegativity constraints
    • Chiang, J., and L. F. Lee. 1992. Discrete/ Continuous Models of Consumer Demand with Binding Nonnegativity Constraints. Journal of Econometrics 54:79-93.
    • (1992) Journal of Econometrics , vol.54 , pp. 79-93
    • Chiang, J.1    Lee, L.F.2
  • 4
    • 0010593457 scopus 로고
    • Two-step estimation of heteroskedastic sample selection models
    • Donald, S. G. 1995. Two-step Estimation of Heteroskedastic Sample Selection Models. Journal of Econometrics 65: 347-380
    • (1995) Journal of Econometrics , vol.65 , pp. 347-380
    • Donald, S.G.1
  • 5
    • 7544233075 scopus 로고    scopus 로고
    • Food demand in mexico: An application of the amemiya-tobin approach to the estimation of a censored food system
    • Dong, D., B. W. Gould, and H. M. Kaiser. 2004. Food Demand in Mexico:An Application of the Amemiya-Tobin Approach to the Estimation of a Censored Food System. American Journal of Agricultural Economics 86: 1094-1107.
    • (2004) American Journal of Agricultural Economics , vol.86 , pp. 1094-1107
    • Dong, D.1    Gould, B.W.2    Kaiser, H.M.3
  • 6
    • 0039382143 scopus 로고
    • Standard errors for elasticities: A comparison of bootstrap andaysmptotic standard errors
    • Green, R.,W. Hahn, and D. Rocke. 1987. Standard Errors for Elasticities: A Comparison of Bootstrap andAysmptotic Standard Errors. Journal of Business and Economic Statistics 5: 145-149
    • (1987) Journal of Business and Economic Statistics , vol.5 , pp. 145-149
    • Green, R.1    Hahn, W.2    Rocke, D.3
  • 7
    • 0344794999 scopus 로고
    • Simulation estimation methods for limited dependentvariable models
    • Hajivassiliou, V. A. 1993. Simulation Estimation Methods for Limited DependentVariable Models. Handbook of Statistics 11: 519-543
    • (1993) Handbook of Statistics , vol.11 , pp. 519-543
    • Hajivassiliou, V.A.1
  • 8
    • 0000125534 scopus 로고
    • Sample selection as a specification error
    • Heckman, J. 1979. Sample Selection as a Specification Error. Econometrica 47: 153-161
    • (1979) Econometrica , vol.47 , pp. 153-161
    • Heckman, J.1
  • 9
    • 84974231669 scopus 로고
    • Testing a parametric model against a semiparametric alternative
    • Horowitz, J. L., andW. Härdle. 1994. Testing a Parametric Model against a Semiparametric Alternative. Econometric Theory 10: 821-848
    • (1994) Econometric Theory , vol.10 , pp. 821-848
    • Horowitz, J.L.1    Härdle, W.2
  • 10
    • 36248952762 scopus 로고    scopus 로고
    • On the revelation of private information in the U.S. crop insurance program
    • Ker, A. P., and A. T. Ergun. 2007. On the Revelation of Private Information in the U.S. Crop Insurance Program. Journal of Risk and Insurance 74: 761-776
    • (2007) Journal of Risk and Insurance , vol.74 , pp. 761-776
    • Ker, A.P.1    Ergun, A.T.2
  • 11
    • 0001488581 scopus 로고
    • An efficient semiparametric estimator for binary response models
    • Klein R. L., and R. H. Spady. 1993. An Efficient Semiparametric Estimator for Binary Response Models. Econometrica 61: 387-421.
    • (1993) Econometrica , vol.61 , pp. 387-421
    • Klein, R.L.1    Spady, R.H.2
  • 13
    • 0000666745 scopus 로고
    • Microeconometric demand systems with binding non negativity constraints: The dual approach
    • Lee, L., and M. M. Pitt. 1986. Microeconometric Demand Systems with Binding Non negativity Constraints: The Dual Approach. Econometrica 54: 1237-1242
    • (1986) Econometrica , vol.54 , pp. 1237-1242
    • Lee, L.1    Pitt, M.M.2
  • 14
    • 38249034321 scopus 로고
    • Microeconometric models of rationing, imperfect markets, and non-negativity constraints
    • Lee, L., and M. M. Pitt. 1987. Microeconometric Models of Rationing, Imperfect Markets, and Non-negativity Constraints. Journal of Econometrics 36: 89-110.
    • (1987) Journal of Econometrics , vol.36 , pp. 89-110
    • Lee, L.1    Pitt, M.M.2
  • 15
    • 0346908284 scopus 로고    scopus 로고
    • Parametric and semiparametric estimation of sample selection modes: An empirical application to the female labor force in portugal
    • Martins, M. F. O. 2001. Parametric and Semiparametric Estimation of Sample Selection Models: An Empirical Application to the Female Labor Force in Portugal. Journal of Applied Econometrics 16: 23-39.
    • (2001) Journal of Applied Econometrics , vol.16 , pp. 23-39
    • Martins, M.F.O.1
  • 17
    • 0001404321 scopus 로고
    • Semiparametric estimation of selection models: Some empirical results
    • Newey, W. K., J. L. Powell, and J. R. Walker. 1990. Semiparametric Estimation of Selection Models: Some Empirical Results. American Economic Review 80: 324-328
    • (1990) American Economic Review , vol.80 , pp. 324-328
    • Newey, W.K.1    Powell, J.L.2    Walker, J.R.3
  • 19
    • 34247167604 scopus 로고
    • Diagnostic testing in missing data models
    • Poirier, D. J. and P. A. Ruud. 1983. Diagnostic Testing in Missing Data Models. International Economic Review 24(3): 537-546
    • (1983) International Economic Review , vol.24 , Issue.3 , pp. 537-546
    • Poirier, D.J.1    Ruud, P.A.2
  • 20
    • 77956571339 scopus 로고
    • On the performance of the HH test working paper #9319
    • Universite Catholique de Louvain
    • Proenca, I. 1993. On the Performance of the HH Test. Working Paper #9319, Institut de Statistique, Universite Catholique de Louvain.
    • (1993) Institut de Statistique
    • Proenca, I.1
  • 21
    • 0003688821 scopus 로고
    • Modeling individual choice: The econometrics of corners
    • New York and Oxford: Basil-Blackwell
    • Pudney, S. 1989. Modeling Individual Choice: The Econometrics of Corners, Kinks and Holes. New York and Oxford: Basil-Blackwell.
    • (1989) Kinks and Holes
    • Pudney, S.1
  • 22
    • 1142302828 scopus 로고    scopus 로고
    • Finite sample properties for the semiparametric estimation of the intercept of a censored regression model
    • Schafgans,M.M.A. 2004. Finite Sample Properties for the Semiparametric Estimation of the Intercept of a Censored Regression Model. Statistica Neerlandica 58: 35-56.
    • (2004) Statistica Neerlandica , vol.58 , pp. 35-56
    • Schafgans, M.M.A.1
  • 24
    • 39749085657 scopus 로고
    • Estimation of consumer demand systems with binding non-negativity constraints
    • Wales,T. J., and A. D.Woodland. 1983. Estimation of Consumer Demand Systems with Binding Non-negativity Constraints. Journal of Econometrics 21: 263-285
    • (1983) Journal of Econometrics , vol.21 , pp. 263-285
    • Wales, T.J.1    Woodland, A.D.2
  • 25
    • 33644903098 scopus 로고    scopus 로고
    • A Sample selection approach to censored demand systems
    • Yen, S. T., and B. Lin. 2006. A Sample Selection Approach to Censored Demand Systems. American Journal of Agricultural Economics 88: 742-749
    • (2006) American Journal of Agricultural Economics , vol.88 , pp. 742-749
    • Yen, S.T.1    Lin, B.2
  • 26
    • 0038693660 scopus 로고    scopus 로고
    • Quasi- and simulated-likelihood approaches to censored demand systems: Food consumption by food stamp recipients in the united states
    • Yen, S. T., B. Lin, and D. M. Smallwood. 2003. Quasi- and Simulated-likelihood Approaches to Censored Demand Systems: Food Consumption by Food Stamp Recipients in the United States. American Journal of Agricultural Economics 85: 458-478
    • (2003) American Journal of Agricultural Economics , vol.85 , pp. 458-478
    • Yen, S.T.1    Lin, B.2    Smallwood, D.M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.