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 ...
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 ...
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 ...
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 ...
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 ( ...
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 ...
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 ...
S Hoderlein - 2002 - en.scientificcommons.org
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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- ...
[CITATION] Nonparametric Demand and a Heterogeneous Population
S Hoderlein - 2002 - unpublished manuscript, Mannheim …
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 ...
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 ( ...
[CITATION] Identification of Marginal Effects in Nonseparable Models without Monotonicity
SHE Mammen - 2007
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 ...
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; ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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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