Nonparametric Demand Systems , Instrumental Variables and a Heterogeneous Population

@inproceedings{Hoderlein2004NonparametricDS,
  title={Nonparametric Demand Systems , Instrumental Variables and a Heterogeneous Population},
  author={Stefan Hoderlein},
  year={2004}
}
  • Stefan Hoderlein
  • Published 2004
This paper is concerned with empirically modelling the demand behavior of a population with heterogeneous preferences under a weak conditional independence assumption. More specifically, we characterize the testable implications of negative semidefiniteness and symmetry of the Slutsky matrix across a heterogeneous population without assuming anything on the functional form of individual preferences. In the same spirit, implications of a linear budget set are being considered. Since the… CONTINUE READING

From This Paper

Figures, tables, results, connections, and topics extracted from this paper.
12 Extracted Citations
15 Extracted References
Similar Papers

Referenced Papers

Publications referenced by this paper.
Showing 1-10 of 15 references

Nonparametric Demand and Endogeneity, unpublished manuscript, Mannheim University

  • S. HODERLEIN
  • 2004
Highly Influential
3 Excerpts

Nonparametric Estimation of Nonadditive

  • R. MATZKIN
  • Random Functions,
  • 2003
1 Excerpt

Econometric Modelling of Heterogeneous Consumer Behavior - Theory, Empirical Evidence and Aggregate Implications

  • S. HODERLEIN
  • PhD Thesis,
  • 2002
2 Excerpts

Estimation of Models with Additive Structure via Local Quasi-differencing

  • N. CHRISTOPEIT, S.G.N
  • HODERLEIN
  • 2002

Demand Systems With and Without Errors

  • A. LEWBEL
  • American Economic Review,
  • 2001

Consumer Demand Systems and Household Expenditure, in PESARAN

  • A. LEWBEL
  • Handbook of Applied Econometrics,
  • 1999
1 Excerpt

Optimization by Vector Space Methods, Wiley&Son, New York

  • D. G. LUENBERGER
  • 1997
1 Excerpt

Nonparametric Measurement of Consumer’s

  • J. HAUSMAN
  • NEWEY
  • 1995

Income Distribution Movements and Aggregate Money Illusion

  • A. LEWBEL
  • Journal of Econometrics,
  • 1990

The Random Utility Hypothesis and Inference

  • R. BROWN, M.B
  • WALKER,
  • 1989
1 Excerpt

Similar Papers

Loading similar papers…