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Identification of marginal effects in nonseparable models without monotonicity

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S Hoderlein… - Econometrica, 2007 - Wiley Online Library
Nonseparable models do not impose any type of additivity between the unobserved part and
the observable regressors, and are therefore ideal for many economic applications. To
identify these models using the entire joint distribution of the data as summarized in ...
Cited by 51 - Related articles - BL Direct - All 11 versions

How many consumers are rational?

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S Hoderlein - Journal of Econometrics, 2011 - Elsevier
Rationality places strong restrictions on individual consumer behavior. This paper is
concerned with assessing the validity of the integrability constraints imposed by standard
utility maximization, arising in classical consumer demand analysis. More specifically, we ...
Cited by 21 - Related articles - Get it from MIT Libraries - All 45 versions

[PDF] Nonparametric demand systems, instrumental variables and a heterogeneous population

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S Hoderlein - Mannheim University Department of Economics …, 2005 - aida.econ.yale.edu
Abstract 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 ...
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Analyzing the random coefficient model nonparametrically

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S Hoderlein, J Klemel?… - Econometric Theory, 2010 - Cambridge Univ Press
Linearity in a causal relationship between a dependent variable and a set of regressors is a
common assumption throughout economics. In this paper we consider the case when the
coefficients in this relationship are random and distributed independently from the ...
Cited by 18 - Related articles - All 13 versions

[PDF] Nonparametric identification in nonseparable panel data models with generalized fixed effects

[PDF] from syr.edu
S Hoderlein… - Boston College Working Papers in …, 2009 - maxwell.syr.edu
Abstract This paper is concerned with extending the familiar notion of fixed effects to
nonlinear setups with infinite dimensional unobservables like preferences. The main result
is that a generalized version of differencing identifies local average structural derivatives ( ...
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Local partitioned regression

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N Christopeit… - Econometrica, 2006 - Wiley Online Library
... Stefan Hoderlein gratefully acknowledges financial support from Landesstiftung
Baden–Württemberg “Eliteförderungsprogramm” during and after Ph.D. studies related to the
subject of this paper. 787 Page 2. 788 N. CHRISTOPEIT AND SGN HODERLEIN ...
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Testing and imposing Slutsky symmetry in nonparametric demand systems

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BR Haag, S Hoderlein… - Journal of Econometrics, 2009 - Elsevier
Maximization of utility implies that consumer demand systems have a Slutsky matrix which is
everywhere symmetric. However, previous non-and semi-parametric approaches to the
estimation of consumer demand systems do not give estimators that are restricted to ...
Cited by 14 - Related articles - All 15 versions

[CITATION] Econometric Modelling of Heterogeneous Consumer Behaviour-Theory, Empirical Evidence and Aggregate Implications

S Hoderlein - 2002 - en.scientificcommons.org
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Identification and estimation of local average derivatives in non‐separable models without monotonicity

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S Hoderlein… - The Econometrics Journal, 2009 - Wiley Online Library
Summary In many structural economic models there are no good arguments for additive
separability of the error. Recently, this motivated intensive research on non-separable
structures. For instance, in Hoderlein and Mammen (2007) a non-separable model in the ...
Cited by 9 - Related articles - All 14 versions

Increasing the price variation in a repeated cross section

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S Hoderlein… - Journal of Econometrics, 2008 - Elsevier
Insufficient price variation seriously hampers many applications of consumer demand
models. This paper examines the empirical performance of a potential remedy for this
problem that was suggested by [Lewbel, A., 1989. Identification and estimation of ...
Cited by 8 - Related articles - All 12 versions

[PDF] Reconsidering the random coefficient model

[PDF] from uni-mannheim.de
S Hoderlein, J Klemelä… - Preprint, 2007 - vwl.uni-mannheim.de
Abstract Linearity in a causal relationship between a dependent variable and a set of
regressors is a common assumption throughout economics. In this paper we consider the
case when the coefficients in this relationship are random and distributed independently ...
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[PDF] Endogeneity in Semiparametric Binary Random Coefficient Models

[PDF] from bc.edu
S Hoderlein - 2008 - fmwww.bc.edu
Abstract In this paper we consider endogenous regressors in the binary choice model under
a weak median exclusion restriction, but without further specification of the distribution of the
unobserved random components. As a particularly relevant example for a structural model ...
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[PDF] Price dimension reduction in demand systems with many goods

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S Hoderlein… - Working Papers in Economics, 2006 - Citeseer
Abstract Estimation of demand systems with many goods is empirically difficult because
demand functions depend, flexibly and usually nonlinearly, on the prices of all goods. The
standard solution is to impose strong, empirically questionable behavioral restrictions on ...
Cited by 4 - Related articles - View as HTML - Get it from MIT Libraries - All 11 versions

[PDF] Recall errors in surveys

[PDF] from yale.edu
S Hoderlein… - 2007 - aida.econ.yale.edu
Abstract This paper considers measurement errors from a different perspective.
Concentrating on errors that are caused by the insufficient ability of individuals to acquire,
process and recall information, we devise a structural model for the response behavior of ...
Cited by 3 - Related articles - View as HTML - All 14 versions

[PDF] Nonparametric Demand Systems and a Heterogeneous Population

[PDF] from berkeley.edu
S Hoderlein - 2004 - econ.berkeley.edu
Abstract This paper is concerned with the econometric modelling of the demand behavior of
a population with heterogeneous preferences under minimal assumptions. More speci…
cally, we characterize the implications of the assumption that the Slutsky matrix is negative ...
Cited by 3 - Related articles - View as HTML - All 13 versions

Demand analysis as an ill-posed inverse problem with semiparametric specification

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S Hoderlein… - Econometric Theory, 2010 - Cambridge Univ Press
In this paper we are concerned with analyzing the behavior of a semiparametric estimator
that corrects for endogeneity in a nonparametric regression by assuming mean
independence of residuals from instruments only. Because it is common in many ...
Cited by 2 - Related articles - All 16 versions

[PDF] Endogenous semiparametric binary choice models with heteroscedasticity

[PDF] from bc.edu
S Hoderlein - Boston College Working Papers in Economics, 2009 - fmwww.bc.edu
Abstract In this paper we consider endogenous regressors in the binary choice model under
a weak median exclusion restriction, but without further specification of the distribution of the
unobserved random components. Our reduced form specification with heteroscedastic ...
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[PDF] Semiparametric estimation of random coefficients in structural economic models

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S Hoderlein, L Nesheim… - 2010 - congres.afse.fr
Abstract In structural economic models, indivduals are usually characterized as solving a
decision problem that is governed by a finite set of parameters. This paper discusses the
estimation of the nonparametric density of these parameters if they are assumed to vary ...
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Non‐parametric models in binary choice fixed effects panel data

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S Hoderlein, E Mammen… - The Econometrics Journal, 2011 - Wiley Online Library
Summary In this paper we extend the fixed effects approach to deal with non-linear panel
data with non-parametric components. Specifically, we propose a non-parametric procedure
that generalizes the conditional logit approach. We develop an estimator based on non- ...
Cited by 2 - Related articles - All 16 versions

[CITATION] Nonparametric Demand and a Heterogeneous Population

S Hoderlein - 2002 - unpublished manuscript, Mannheim …
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Structural measurement errors in nonseparable models

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S Hoderlein… - Journal of Econometrics, 2010 - Elsevier
This paper considers measurement error from a new perspective. In surveys, response
errors are often caused by the fact that respondents recall past events and quantities
imperfectly. We explore the consequences of limited recall for the identification of marginal ...
Cited by 1 - Related articles - All 16 versions

[PDF] Testing Monotonicity in Unobservables with Panel Data

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L Su, S Hoderlein… - 2010 - acemsjtu.com
Abstract Monotonicity in a scalar unobservable is a crucial identifying assumption for an
impor'tant class of nonparametric structural models accommodating unobserved
heterogeneity, as in, for example, Altonji and Matzkin (2005) and Imbens and Newey ( ...
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[CITATION] Identification of Marginal Effects in Nonseparable Models without Monotonicity

SHE Mammen - 2007
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William A. Barnett Department of Economics, University of Kansas Snow Hall, Lawrence, KS, USA Robert L. Basmann Department of Economics, Binghamton …

CL Chang, L Cherchye, I Crawford, B De Rock… - emeraldinsight.com
William A. Barnett Department of Economics, University of Kansas Snow Hall, Lawrence, KS,
USA Robert L. Basmann Department of Economics, Binghamton University, Vestal, NY,
USA; Texas A&M University, College Station, TX, USA Chia-Lin Chang Department of ...
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[PDF] Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods

[PDF] from cornell.edu
J Stoye, S Hoderlein - 2012 - courses.cit.cornell.edu
Abstract We precisely delineate the empirical content of consumer rationality, and its
implications for bounds on counterfactual demand, in the following setting: Data are from a
repeated cross-section; there is completely unrestricted, unobserved heterogeneity; ...
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[PDF] Revealed Preferences in a Heterogeneous Population

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SHJ Stoye - 2009 - eea-esem.com
Abstract This paper explores the empirical content of the weak axiom of revealed preference
(WARP) for repeated cross-sectional data. Specifically, think of the fraction of consumers
violating WARP as a parameter of interest. This parameter depends on the joint ...
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[PDF] Direct Semiparametric Estimation of the Binary Choice Model with Endogenous Regressors under Varying Identification Conditions

[PDF] from eea-esem.com
S Hoderlein - 2006 - eea-esem.com
Abstract In this paper we consider the case of endogenous regressors in the binary choice
model without specifying the distribution of the unobserved latent error term to be from a
parametric family. We show that the use of instruments in a control function fashion opens ...
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Testing multivariate economic restrictions using quantiles

[PDF] from tu-dortmund.de
H Dette, S Hoderlein… - 2011 - eldorado.tu-dortmund.de
This paper is concerned with testing rationality restrictions using quantile regression
methods. Specifically, we consider negative semidefiniteness of the Slutsky matrix, arguably
the core restriction implied by utility maximization. We consider a heterogeneous ...
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[PDF] Welfare analysis using nonseparable models

[PDF] from webmeets.com
SHA Vanhems - 2010 - webmeets.com
Abstract This paper studies the distribution of welfare effects when individual demands are
characterized by a nonseparable model which is monotoic in unobserved heterogeneity.
First, we provide and discuss conditions under which the heterogeneous welfare effects ...
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Developments in Nonparametric Demand Analysis: Heterogeneity and Nonparametrics

[PDF] from bc.edu
S Hoderlein - 2009 - emeraldinsight.com
Abstract: This chapter discusses new developments in nonparametric econometric
approaches related to empirical modeling of demand decisions. It shows how diverse recent
approaches are, and what new modeling options arise in practice. We review work on ...
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[PDF] Nonparametric Identification of Survey Design Effects When Individuals Are Boundedly Rational

[PDF] from eea-esem.com
S Hoderlein… - 2007 - eea-esem.com
Abstract This paper considers measurement errors from a different perspective.
Concentrating on errors that are caused by the insufficient ability of individuals to acquire,
process and recall information, we devise a structural model for the answering behavior of ...
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[PDF] Necessary and Sufficient Conditions for Identification of Causal Effects in Endogenous Nonseparable Models

[PDF] from brown.edu
S Hoderlein… - 2011 - econ.brown.edu
Abstract The average partial effect of a continuous endogenous explanatory variable on an
outcome is a core parameter of interest in nonseparable models. Imbens and Newey (2009)
identify this and other causal parameters in endogenous nonseparable models using a ...
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[PDF] Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

[PDF] from uni-hamburg.de
H Dette, S Hoderlein… - CeMMAP working …, 2011 - preprint.math.uni-hamburg.de
Abstract This paper is concerned with testing rationality restrictions using quantile
regression methods. Specifically, we consider negative semidefiniteness of the Slutsky
matrix, arguably the core restriction implied by utility maximization. We consider a ...
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[PDF] Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence

[PDF] from bc.edu
BR Haag, S Hoderlein… - Boston College Working …, 2009 - fmwww.bc.edu
Abstract Homogeneity of degree zero has often been rejected in empirical studies that
employ parametric models. This paper proposes a test for homogeneity that does not
depend on the correct specification of the functional form of the empirical model. The test ...
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[PDF] Testing and Imposing Rationality Restrictions in Nonparametric Demand Systems

[PDF] from uni-mannheim.de
BR Haag, S Hoderlein… - 2004 - vwl.uni-mannheim.de
Abstract Consumer demand systems must everywhere satisfy homogeneity and have a
Slutsky matrix which everywhere satisfies symmetry if they are to be used for welfare
analysis. However, previous non-and semi-parametric approaches to the estimation of ...
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[PDF] On the role of time in nonseparable panel data models

[PDF] from ubc.ca
S Hoderlein… - CeMMAP working papers, 2011 - econ.ubc.ca
Abstract This paper contributes to the understanding of the source of identification in panel
data models. Recent research has established that few time periods suffice to identify
interesting structural effects in nonseparable panel data models even in the presence of ...
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[PDF] Demand Systems With Many Goods

[PDF] from eea-esem.com
SGN Hoderlein… - 2004 - eea-esem.com
Page 1. Demand Systems With Many Goods Stefan GN Hoderlein and Arthur Lewbel
Mannheim University and Boston College February 2004 Abstract Estimation of
demand systems with many goods is empirically dif- ficult ...
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[PDF] Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods

[PDF] from bc.edu
S Hoderlein… - Boston College Working Papers in Economics, 2011 - bc.edu
Abstract Microeconomic theory often yields models with multiple nonlinear equations,
nonsep% arable unobservables, nonlinear cross equation restrictions, and many potentially
mul% ticollinear covariates. We show how statistical dimension reduction techniques can ...
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[PDF] Endogenous Binary Choice Models

[PDF] from eea-esem.com
S Hoderlein - 2008 - eea-esem.com
Abstract We consider the case of endogenous regressors in the binary choice model without
specifying the distribution of the unobserved error, using instruments in a control function
fashion. We discuss heteroscedasticity, weak instruments, overidentification and ...
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