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Quadratic Engel curves and consumer demand

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J Banks, R Blundell… - Review of Economics and Statistics, 1997 - MIT Press
This paper presents a model of consumer demand that is consistent with the observed
expenditure patterns of individual consumers in a long time series of expenditure surveys
and is also able to provide a detailed welfare analysis of shifts in relative prices. A ...
Cited by 793 - Related articles - All 24 versions

The rank of demand systems: theory and nonparametric estimation

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A Lewbel - Econometrica: Journal of the Econometric Society, 1991 - JSTOR
Gorman's (1981) concept of Engel curve" rank" is extended to apply to any demand system.
Rank is shown to have implications for specification, separability, and aggregation of
demands. A simple nonparametric test of rank using Engel curve data is described and ...
Cited by 268 - Related articles - Get it from MIT Libraries - All 8 versions

The information content of equivalence scales

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R Blundell… - Journal of econometrics, 1991 - Elsevier
Abstract It is well known that equivalence scales, defined as ratios of cost functions between
demographically different households, cannot be completely identified from demand data
alone. This paper derives the exact components of equivalence scales that are identifiable ...
Cited by 255 - Related articles - Library Search - All 9 versions

Household equivalence scales and welfare comparisons

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A Lewbel - Journal of Public Economics, 1989 - Elsevier
Abstract The ratio of cost functions of different households facing the same prices and
attaining the same utility level is a true cost of (demographic) characteristics index. This
index is independent of a base level of income or utility (IB) if and only if it equals a ratio of ...
Cited by 158 - Related articles - All 6 versions

Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D

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A Lewbel - Econometrica, 1997 - JSTOR
GIVEN A LINEAR REGRESSION MODEL with measurement errors in variables, this paper
shows how simple functions of the model data can be used as instruments for two staged
least squares (TSLS) estimation, exploiting third moments of the data. These instruments ...
Cited by 150 - Related articles - BL Direct - All 9 versions

Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

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A Lewbel - Journal of Econometrics, 2000 - Elsevier
This paper provides estimators of discrete choice models, including binary, ordered, and
multinomial response (choice) models. The estimators closely resemble ordinary and two-
stage least squares. The distribution of the model's latent variable error is unknown and ...
Cited by 144 - Related articles - All 21 versions

A unified approach to incorporating demographic or other effects into demand systems

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A Lewbel - The Review of Economic Studies, 1985 - restud.oxfordjournals.org
Abstract A general method of introducing demographic effects into any demand system,
using modifying functions, is described which permits complicated interactions of
demographic variables with prices and expenditures. Theorems give properties the ...
Cited by 140 - Related articles - All 9 versions

[BOOK] Estimating consumption economies of scale, adult equivalence scales, and household bargaining power

[PDF] from ox.ac.uk
M Browning, PA Chiappori… - 2006 - economics.ox.ac.uk
Abstract How much income would a woman living alone require to attain the same standard
of living that she would have if she were married? What percentage of a married couple's
expenditures are controlled by the husband? How much money does a couple save on ...
Cited by 128 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 25 versions

Aggregation without separability: a generalized composite commodity theorem

A Lewbel - The American Economic Review, 1996 - JSTOR
This paper provides general conditions for aggregating commodities without separable
utility. These conditions impose weaker and more empirically plausible restrictions on price
movements than the currently existing alternative to separability, the Hicks-Leontief ...
Cited by 124 - Related articles - Get it from MIT Libraries - BL Direct - All 9 versions

Tax reform and welfare measurement: do we need demand system estimation?

J Banks, R Blundell… - The Economic Journal, 1996 - JSTOR
The exact measurement of the welfare costs of tax and price reform requires a detailed
knowledge of individual preferences. Typically, first order approximations of welfare costs
are calculated avoiding detailed knowledge of substitution effects. We drive second order ...
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Semiparametric binary choice panel data models without strictly exogeneous regressors

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BE Honoré… - Econometrica, 2002 - Wiley Online Library
The contribution of this paper is to provide a set of conditions for identification of the
parameters of a binary choice model with fixed effects and explanatory variables that are
predetermined as opposed to strictly exogenous. The identification strategy suggests an ...
Cited by 111 - Related articles - BL Direct - All 22 versions

Aggregation with log-linear models

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A Lewbel - The Review of Economic Studies, 1992 - restud.oxfordjournals.org
Abstract When economic theory suggests a log-linear specification for individual agents, eg,
Cobb-Douglas production, it is common to estimate the same log-linear model with
aggregate data, invoking a representative agent assumption and thereby assuming away ...
Cited by 73 - Related articles - All 6 versions

Exact aggregation and a representative consumer

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A Lewbel - The Quarterly Journal of Economics, 1989 - JSTOR
This paper discusses macroeconomic demands in economies comprised of individuals who
each possess utility-derived demand systems of the form,(1) q= aL (P)+ bL (P) x+ cL (P) g (x,
P, n), where q'is an individual's demand for good i, P is the vector of prices (p,...., pf), x is ...
Cited by 68 - Related articles - All 8 versions

Nesting the AIDS and translog demand systems

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A Lewbel - International Economic Review, 1989 - JSTOR
This paper shows that there exists a relatively simple demand model that is consistent with
utility maximization, and has nested within it both the AIDS and Translog models. This model
is exactly aggregated, then estimated using aggregate US demand data. The results are ...
Cited by 65 - Related articles - Get it from MIT Libraries - All 6 versions

Demand Systems with and without Errors

A Lewbel - American Economic Review, 2001 - JSTOR
Revealed preference theory assumes that each consumer has demands that are rational,
meaning that they arise from the maximization of his or her own utility function. In contrast,
econometric or statistical demand models assume that each consumer's demands equal a ...
Cited by 65 - Related articles - Get it from MIT Libraries - BL Direct - All 10 versions

Estimation of average treatment effects with misclassification

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A Lewbel - Econometrica, 2007 - Wiley Online Library
This paper considers identification and estimation of the effect of a mismeasured binary
regressor in a nonparametric or semiparametric regression, or the conditional average effect
of a binary treatment or policy on some outcome where treatment may be misclassified. ...
Cited by 64 - Related articles - BL Direct - All 19 versions

[CITATION] Consumer demand systems and household equivalence scales

A Lewbel - Handbook of Applied Econometrics: Microeconomics, 1997
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Bundling of substitutes or complements

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A Lewbel - International Journal of Industrial Organization, 1985 - Elsevier
Abstract The Adams-Yellen two good bundling framework is generalized to allow the goods
to be substitutes or complements. General theorems on price change effects are given. A
monopolist may find it most profitable to offer the goods only as a bundle, even if they are ( ...
Cited by 64 - Related articles - All 5 versions

Semiparametric latent variable model estimation with endogenous or mismeasured regressors

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A Lewbel - Econometrica, 1998 - JSTOR
A simple root n consistent, asymptotically normal semiparametric estimator of the coefficient
vector β in the latent variable specification y= L (β′ x+ e) is constructed. The distribution of e
is unknown and may be correlated with x or be conditionally heteroscedastic, eg, x can ...
Cited by 63 - Related articles - Get it from MIT Libraries - BL Direct - All 9 versions

Aggregation and simple dynamics

A Lewbel - The American Economic Review, 1994 - JSTOR
The koyck (geometric) lag or AR (1) specification is a commonly proposed behavioral model,
sometimes after differencing. The distribution of koyck lag or AR (1) coefficients across
agents in an economy is shown to be completely identified just from the dynamic behavior ...
Cited by 63 - Related articles - Get it from MIT Libraries - BL Direct - All 8 versions

Full rank demand systems

A Lewbel - International Economic Review, 1990 - JSTOR
Gorman (1981) showed that the matrix of coefficients of Engel curves for demands that are
linear in functions of nominal income is at most rank three. This paper completely
characterizes all such demands that are" full rank," ie, have rank equal to the number of ...
Cited by 59 - Related articles - Get it from MIT Libraries - All 6 versions

Nonparametric censored and truncated regression

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A Lewbel… - Econometrica, 2002 - Wiley Online Library
1. We would like to thank Yan Li for excellent research assistance, and Joel Horowitz,
Andrew Chesher, the associate editor and some referees for helpful comments. This
research was supported in part by the National Science Foundation through Grants SBR- ...
Cited by 61 - Related articles - Library Search - BL Direct - All 31 versions

Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

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A Lewbel - Journal of Econometrics, 1995 - Elsevier
A general consistent, nonparametric testing technique is applied to UK survey data to test
Slutsky symmetry. This paper first provides a set of low-level technical assumptions that yield
root-N convergence of averages of functions of both kernel estimators and their ...
Cited by 58 - Related articles - All 7 versions

Demand estimation with expenditure measurement errors on the left and right hand side

A Lewbel - The Review of Economics and statistics, 1996 - JSTOR
Let x be total consumption expenditures. Measurement errors in consumer budget allocation
models cause unusual problems because errors in the dependent variables, consumption
on individual goods, contribute to errors in the regressor x. Empirically adequate budget ...
Cited by 58 - Related articles - Get it from MIT Libraries - BL Direct - All 6 versions

Characterizing some gorman engel curves

A Lewbel - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
This paper characterizes all utility derived demand systems having Engel curves that are
linear in both income and an arbitrary function of income. This class encompasses virtually
all utility derived demand systems that have been estimated in the past using aggregate ...
Cited by 55 - Related articles - Get it from MIT Libraries - All 6 versions

[CITATION] Quadratic Engel curves, indirect tax reform and welfare measurement

J Banks, R Blundell… - University College London …, 1994 - opengrey.eu
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Semiparametric estimation of location and other discrete choice moments

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A Lewbel - Econometric Theory, 1997 - Cambridge Univ Press
Latent variable discrete choice model estimation and interpretation depend on the density
function of the latent variable's unobserved random component. This paper provides a
simple semiparametric estimator of the moments of this density. The results can be used ...
Cited by 41 - Related articles - BL Direct - All 9 versions

Why is consumption more log normal than income? Gibrat's law revisited

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E Batistin, R Blundell… - 2007 - discovery.ucl.ac.uk
Significant departures from log normality are observed in income data, in violation of Gibrat's
law. We identify a new empirical regularity, which is that the distribution of consumption
expenditures across households is, within cohorts, closer to log normal than the ...
Cited by 41 - Related articles - Get it from MIT Libraries - All 26 versions

[CITATION] A demand system rank theorem

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A Lewbel - Econometrica, 1989 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to
view it first. Information about this may be contained in the File-Format links below. In case of
further problems read the IDEAS help page. Note that these files are not on the IDEAS site ...
Cited by 40 - Related articles - Cached - All 7 versions

Endogenous selection or treatment model estimation

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A Lewbel - Journal of Econometrics, 2007 - Elsevier
In a sample selection or treatment effects model, common unobservables may affect both the
outcome and the probability of selection in unknown ways. This paper shows that the
distribution function of potential outcomes, conditional on covariates, can be identified ...
Cited by 40 - Related articles - All 21 versions

Identification of the binary choice model with misclassification

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A Lewbel - Econometric Theory, 2000 - Cambridge Univ Press
Abstract Misclassification in binary choice (binomial response) models occurs when the
dependent variable is measured with error, that is, when an actual “one” response is
sometimes recorded as a zero and vice versa. This paper shows that binary response ...
Cited by 36 - Related articles - BL Direct - All 19 versions

A rational rank four demand system

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A Lewbel - Journal of Applied Econometrics, 2003 - Wiley Online Library
Past parametric tests of demand system rank employed polynomial Engel curve systems.
However, by Gorman's (1981) theorem, the maximum possible rank of a utility-derived
polynomial demand system is three. The present paper proposes a class of demand ...
Cited by 36 - Related articles - BL Direct - All 18 versions

Fractional demand systems

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A Lewbel - Journal of Econometrics, 1987 - Elsevier
Abstract This paper provides a complete characterization of Fractional Demand Systems,
which are utility-derived demand equations having quantities or budget shares proportional
to af+ bg, where f and g depend on income and a and b vary across goods and depend on ...
Cited by 36 - Related articles - All 4 versions

Identification and estimation of equivalence scales under weak separability

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A Lewbel - The Review of Economic Studies, 1989 - restud.oxfordjournals.org
Abstract This paper shows that most methods of incorporating demographic variation into
separable models can be represented in a form that is identical to Barten equivalence
scales, except that the scales themselves depend on the exact mix of goods that comprise ...
Cited by 36 - Related articles - All 7 versions

Cost of characteristics indices and household equivalence scales

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A Lewbel - European Economic Review, 1991 - Elsevier
The ratio of cost functions of demographically different households is a true cost of
(demographic) characteristics index. This index is independent of a base level of income or
utility (IB) if and only if it equals a ratio of household equivalence scales that are ...
Cited by 34 - Related articles - All 6 versions

Tricks with hicks: The EASi demand system

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A Lewbel… - The American Economic Review, 2009 - ingentaconnect.com
Abstract: We invent Implicit Marshallian demands, which combine desirable features of
Hicksian and Marshallian demands. We propose and estimate the Exact Affine Stone Index
(EASI) implicit Marshallian demand system. Like the Almost Ideal Demand (AID) system, ...
Cited by 33 - Related articles - All 31 versions

Demand systems with nonstationary prices

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A Lewbel… - Review of Economics and Statistics, 2005 - MIT Press
Relative prices are nonstationary and standard root-T inference is invalid for demand
systems. But demand systems are nonlinear functions of relative prices, and standard
methods for dealing with nonstationarity in linear models cannot be used. Demand system ...
Cited by 31 - Related articles - All 23 versions

[PDF] Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models

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A Lewbel - Journal of Business & Economic Statistics, 2012 - ASA
This article proposes a new method of obtaining identification in mismeasured regressor
models, triangular systems, and simultaneous equation systems. The method may be used
in applications where other sources of identification, such as instrumental variables or ...
Cited by 30 - Related articles - View as HTML - All 16 versions

Statistical analysis of choice experiments and surveys

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DL McFadden, AC Bemmaor, FG Caro, J Dominitz… - Marketing Letters, 2005 - Springer
Abstract Measures of households' past behavior, their expectations with respect to future
events and contingencies, and their intentions with respect to future behavior are frequently
collected using household surveys. These questions are conceptually difficult. Answering ...
Cited by 29 - Related articles - BL Direct - All 16 versions

Income distribution movements and aggregate money illusion

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A Lewbel - Journal of Econometrics, 1990 - Elsevier
Abstract The behavior of aggregate demands in an economy is affected by how the
distribution of income moves over time. Consider any economy of agents who don't suffer
from money illusion, so agents' demand equations are homogeneous in income and ...
Cited by 27 - Related articles - All 5 versions

Estimation of collective household models with Engel curves

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A Lewbel… - Journal of Econometrics, 2008 - Elsevier
The structural consumer demand methods used to estimate the parameters of collective
household models are typically either very restrictive and easy to implement or very general
and difficult to estimate. In this paper, we provide a middle ground. We adapt the very ...
Cited by 25 - Related articles - All 19 versions

Calculating compensation in cases of wrongful death

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A Lewbel - Journal of Econometrics, 2003 - Elsevier
Death statutes in the United States list elements of loss for which a defendant must make
compensatory payment. The element that economists as expert witnesses are called upon to
calculate is net income, roughly defined as the decedent's income minus personal ...
Cited by 22 - Related articles - All 17 versions

[PDF] Simple estimators for hard problems: endogeneity in discrete choice related models

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A Lewbel - Unpublished Manuscript, http://www2. bc. edu/lewbel, 2004 - time.dufe.edu.cn
Abstract This paper describes numerically simple estimators that can be used to estimate
binary choice and other related models (such as selection and ordered choice models)
when some regressors are endogenous or mismeasured. Simple estimators are provided ...
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COHERENCY AND COMPLETENESS OF STRUCTURAL MODELS CONTAINING A DUMMY ENDOGENOUS VARIABLE*

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A Lewbel - International Economic Review, 2007 - Wiley Online Library
Let y be a vector of endogenous variables and let w be a vector of covariates, parameters,
and errors or unobservables that together are assumed to determine y. A structural model y=
H (y, w) is complete and coherent if it has a well-defined reduced form, meaning that for ...
Cited by 22 - Related articles - BL Direct - All 16 versions

[PDF] Engel curves

[PDF] from bc.edu
A Lewbel - The New Palgrave Dictionary in Economics,, 2006 - bing.bc.edu
Abstract An Engel curve describes how a consumer's purchases of a good like food varies
as the consumer's total resources such as income or total expenditures vary. Engel curves
may also depend on demographic variables and other consumer characteristics. A good's ...
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An exactly aggregable trigonometric Engel curve demand system

A Lewbel - Econometric Reviews, 1998 - Taylor & Francis
Gorman's (1981) characterization of Engel curves includes the possibility of demand
systems that are, linear in trigonometric functions of income, but the actual existence of such
systems has been questioned. This paper shows that such systems exist, and can have ...
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[CITATION] Exact aggregation, distribution parameterizations, and a nonlinear representative consumer

A Lewbel - Advances in Econometrics, 1988
Cited by 19 - Related articles

[PDF] Simple endogenous binary choice and selection panel model estimators

[PDF] from bc.edu
A Lewbel - Working Papers in Economics, 2005 - bing.bc.edu
Abstract This paper provides numerically trivial estimators for short panels of either binary
choices or of linear models that suffer from confounded, missing not at random sample
selection. The estimators allow for fixed effects, endogenous reM gressors, weakly ...
Cited by 17 - Related articles - View as HTML - Get it from MIT Libraries - All 13 versions

Nonparametric matching and efficient estimators of homothetically separable functions

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A Lewbel… - Econometrica, 2007 - Wiley Online Library
For vectors z and w and scalar v, let r (v, z, w) be a function that can be nonparametrically
estimated consistently and asymptotically normally, such as a distribution, density, or
conditional mean regression function. We provide consistent, asymptotically normal ...
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Weighted and two-stage least squares estimation of semiparametric truncated regression models

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S Khan… - Econometric Theory, 2007 - Cambridge Univ Press
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coefficients in a truncated regression model. The distribution of the
errors is unknown and permits general forms of unknown heteroskedasticity. Also ...
Cited by 15 - Related articles - BL Direct - All 7 versions

Bliss levels that aren't

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A Lewbel - The Journal of Political Economy, 1987 - JSTOR
In an often cited paper, Hall (1978) observed that, under rational expectations and the life
cycle-permanent income hypothesis, the first-order condition for utility maximization implies
that the marginal utility of consumption follows a random walk. If single-period utility is ...
Cited by 16 - Related articles - All 5 versions

[PDF] Selection model and conditional treatment effects, including endogenous regressors

[PDF] from ens.fr
A Lewbel - 2002 - adres.ens.fr
Abstract In a sample selection or treatment effects model, common unobservables may affect
both the outcome and the probability of selection in unknown ways. This paper shows that
the distribution function of potential outcomes, conditional on covariates, can be identified ...
Cited by 14 - Related articles - View as HTML - All 7 versions

[PDF] Identification of heteroskedastic endogenous or mismeasured regressor models

[PDF] from bc.edu
A Lewbel - Unpublished paper. Boston College, Boston, Mass, 2004 - bc.edu
Abstract This paper proposes a new method of obtaining identification in mismeasured
regressor models, triangular systems, linear simultaneous equation systems, and structural
vector autoregressions. Associated estimators take the form of ordinary two stage least ...
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A simple ordered data estimator for inverse density weighted expectations

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A Lewbel… - Journal of Econometrics, 2007 - Elsevier
We consider estimation of means of functions that are scaled by an unknown density, or
equivalently, integrals of conditional expectations. The “ordered data” estimator we provide
is root n consistent, asymptotically normal, and is numerically extremely simple, involving ...
Cited by 13 - Related articles - All 18 versions

Equivalence scales based on collective household models

[PDF] from bc.edu
A Lewbel - Household behaviour, equivalence scales, welfare and …, 2004 - Springer
Abstract. Based on Lewbel, Chiappori and Browning (2002), this paper summarizes how the
use of collective models of household behavior can overcome the identification prob- lems associated
with the construction and estimation of adult equivalence scales.
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A local generalized method of moments estimator

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A Lewbel - Economics Letters, 2007 - Elsevier
An example application is the nonparametric probit model W = I[q 0 (Z) + e ≥ 0], where I () denotes
the indicator function that equals one if its argument is true and zero otherwise, q 0 (z) is an unknown
function to be estimated, and e is a standard normal independent of Z, or has some other ...
Cited by 11 - Related articles - All 8 versions

Stochastic Hicksian Aggregation with an Application to grouping goods without separable utility

A Lewbel - Annales d'Economie et de Statistique, 1993 - JSTOR
The concept of stochastic Hicksian aggregation is introduced to eliminate the bias
associated with aggregating imperfectly correlated variables. This paper describes
stochastic Hicksian aggregation, and uses it to estimate demands for groups of goods ...
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[CITATION] Two stage least squares estimation of endogenous sample selection models

A Lewbel - manuscrito, abril, Boston College, Boston, 2001
Cited by 10 - Related articles - All 2 versions

[CITATION] Engel Curves: Entry for the New Palgrave Dictionary of Economics

A Lewbel - Boston College., 2006
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[PDF] Estimating consumption economies of scale, adult equivalence scales, and household bargaining power

[PDF] from eea-esem.com
A Lewbel, PA Chiappori… - 2001 - eea-esem.com
Abstract On average, how much income would a woman living alone require to attain the
same standard of living that she would have if she were married? What percentage of a
married couples expenditures are controlled by the husband? How much money does a ...
Cited by 9 - Related articles - View as HTML - All 5 versions

[CITATION] Semiparametric qualitative response model estimation with instrumental variables and unknown heteroscedasticity

A Lewbel - … PAPER-UNIVERSITY OF BRISTOL DEPARTMENT OF …, 1998 - opengrey.eu
Semiparametric Qualitative Response Model Estimation with Instrumental Variables and
Unknown Heteroscedasticity. A Lewbel DISCUSSION PAPER-UNIVERSITY OF BRISTOL
DEPARTMENT OF ECONOMICS, UNIVERSITY OF BRISTOL, 1998.
Cited by 9 - Cached - BL Direct

[PDF] Children's Resources in Collective Households: Identification, Estimation and an Application to Child Poverty in Malawi

[PDF] from bc.edu
G Dunbar, A Lewbel… - Boston College Working Papers in …, 2010 - bc.edu
Abstract The share of household resources devoted to children is hard to identify, because
consumption is measured at the household level, and goods can be shared. Using
semiparametric restrictions on individual preferences within a collective model, we identify ...
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Aids, translog, and the Gorman polar form

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A Lewbel - Economics Letters, 1987 - Elsevier
Abstract All budget share models that are linear in the log of income can be derived from
Gorman polar form subutility functions. Implications of this result for two-stage budgeting,
lifetime utility maximization, and social welfare calculations are discussed.
Cited by 9 - Related articles - All 5 versions

[PDF] Structural Models Containing a Dummy Endogenous Variable

[PDF] from berkeley.edu
A Lewbel - 2001 - elsa.berkeley.edu
To prove, solve (2) to get (4), substitute (4) into (1), and show incoherent whenever H1 [y1, g
(y1, w), w] is not the same for both values of y1. Required nondependence of this expression
on y1 shows severity of coherence with a dummy endogenous variable.
Cited by 8 - Related articles - View as HTML - All 3 versions

Distribution movements, macroeconomic regularities and the representative consumer

A Lewbel - Ricerche Economiche, 1993 - Elsevier
Abstract The behaviour of agents and the distribution of agents play equivalent and joint
roles in determining macroeconomic relationships. A general characterization of the joint
restrictions on preferences and distributions of consumers that rationalize a representative ...
Cited by 8 - Related articles - Get it from MIT Libraries - All 4 versions

[CITATION] pEstimat& ing Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining Powerq

M Browning, PA Chiappori… - 2008 - Working Paper, Boston College
Cited by 8 - Related articles

Additive separability and equivalent scales

A Lewbel - Econometrica: Journal of the Econometric Society, 1986 - JSTOR
IN A RECENT ISSUE of Econometrica, Pollak and Wales [5] showed that additively
separable utility is sufficient to make the (modified) Prais-Houthakker [6] form of adult
equivalent scales consistent with utility maximization, and they conjectured that additive ...
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[PDF] Modeling heterogeneity

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A Lewbel - ECONOMETRIC SOCIETY MONOGRAPHS, 2007 - bing.bc.edu
My goal here is to provide some synthesis of recent results regarding unobserved
heterogeneity in nonlinear and semiparametric models, using as a context Matzkin (2005a)
and Browning and Carro (2005), which were the papers presented in the Modeling ...
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Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

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X Chen, Y Hu… - Economics Letters, 2008 - Elsevier
We observe a dependent variable and some regressors, including a mismeasured binary
regressor. We provide identification of the nonparametric regression model containing this
misclassified dichotomous regressor. We obtain identification without parameterizations or ...
Cited by 7 - Related articles - All 22 versions

Utility functions and global regularity of fractional demand systems

A Lewbel - International Economic Review, 1995 - JSTOR
Fractional demand systems are utility derived demands having quantities or budget shares
proportional to ag+ bf, where g and f are functions of income and a and b vary across goods
and are functions of prices. Many known demand systems that have large regular regions ...
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[CITATION] Non-Stationary Aggregate Demand Systems and Heterogeneous Consumers

A Lewbel… - 1993 - mimeo, University of Michigan
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[PDF] Nonparametric identification of accelerated failure time competing risks models

[PDF] from psu.edu
S Lee… - 2009 - Citeseer
Abstract We provide new conditions for identification of accelerated failure time competing
risks models. These include Roy models and some auction models. In our set up, unknown
regression functions and the joint survivor function of latent disturbance terms are all ...
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An Examination of Werner Hildenbrand's Market Demand

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A Lewbel - Journal of Economic Literature, 1994 - JSTOR
1. Introduction Werner HILDENBRAND is a restless man. He is known to get up and pace
the room during seminars, outwardly reflecting his mental process of searching for and
rooting out any speaker's implicit assumptions, praising deep mathematical insights, and ...
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[CITATION] Quadratic Engel curves and welfare measurement

J Banks, R Blundell… - Institute of Fiscal Studies, mimeo, March, 1993
Cited by 6 - Related articles

[PDF] Weighted and two stage least squares estimation of semiparametric censored and truncated regressions

[PDF] from psu.edu
S Khan… - Unpublished manuscript, 1999 - Citeseer
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coe cients in the censored or truncated regression model with a xed
censoring point. The distribution of the errors is unknown and permits general forms of ...
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[PDF] Identification and estimation of semiparametric two step models

[PDF] from wustl.edu
JC Escanciano, D Jacho-Chávez… - Unpublished …, 2010 - apps.olin.wustl.edu
Abstract Let g0 (X) be a function of some observable vector X that is identified and can be
nonparametrically estimated. This paper provides new results on the identification and
estimation of the function F and the vector β0 when E (Y| X)= F [XTβ0, g0 (X)]. Many ...
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[CITATION] Nonparametric Estimation of Average Compensated Price Derivatives

A Lewbel - manuscript, Brandeis University, 1993
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[PDF] Simple Estimators For Hard Problems: Endogeneity and Dependence in Binary Choice Related Models

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A Lewbel - 2004 - ssc.wisc.edu
Abstract This paper describes numerically simple estimators that can be used to estimate
binary choice and other related models (such as selection and ordered choice models)
when some regressors are endogenous or mismeasured. Simple estimators are provided ...
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Identification of Endogenous Heteroskedastic Models

A Lewbel - Working Papers in Economics, 2004 - en.scientificcommons.org
Abstract This paper proposes a new method of obtaining identification in mismeasured
regressor models, triangular systems, linear simultaneous equation systems, and structural
vector autoregressions. Associated estimators take the form of ordinary two stage least ...
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Rank, separability, and conditional demands

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A Lewbel - … Journal of Economics/Revue canadienne d' …, 2002 - Wiley Online Library
RankR demand systems that are either conditioned on some good (such as durables) or are
separable from that good, are shown to be identical to unconditional demand systems
having rank R or R+ 1. More generally, the rank of a conditional demand system or a ...
Cited by 5 - Related articles - BL Direct - All 16 versions

[PDF] Equivalence Scales

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A Lewbel… - New Palgrave Dictionary of Economics, 2008 - Citeseer
Abstract An equivalence scale is a measure of the cost of living of a household of a given
size and demographic composition, relative to the cost of living of a reference household
(usually a single adult), when both households attain the same level of utility or standard ...
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[CITATION] B.(2002),“Nonparametric Censored and Truncated Regression,”

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A Lewbel… - Econometrica
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[PDF] Coherence of structural models containing a dummy endogenous variable

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A Lewbel - Unpublished manuscript, http://www2. bc. edu/lewbel/ …, 2005 - bc.edu
Abstract Let y be a vector endogenous variables and let w be a vector of covariates,
parameters and errors or unobservables that together are assumed to determine y. A
structural model y= H (y, w) is coherent if it has a well defined reduced form, meaning that ...
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[PDF] Simple estimators for binary choice models with endogenous regressors

[PDF] from bc.edu
Y Dong… - 2011 - bing.bc.edu
Abstract This paper provides two main contributions to binary choice models with
endogenous regressors. First, we propose some variants of special regressor based
estimators that are numerically trivial to implement. These estimators provide consistent ...
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[BOOK] Nonparametric Estimation of Homethetic and Homothetically Separable Functions

[PDF] from lse.ac.uk
A Lewbel… - 2003 - papers.ssrn.com
Abstract: For vectors x and w, let r (x, w) be a function that can be nonparametrically
estimated consistently and asymptotically normally. We provide consistent, asymptotically
normal estimators for the functions g and h, where r (x, w)= h [g (x), w], g is linearly ...
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[CITATION] Puzzles of consumption and income distribution explained: Gibrat's law for permanent income

R Blundell… - 1999 - unpublished manuscript
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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 ...
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Identification and nonparametric estimation of a transformed additively separable model

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D Jacho-Chávez, A Lewbel… - Journal of econometrics, 2010 - Elsevier
Let r (x, z) be a function that, along with its derivatives, can be consistently estimated
nonparametrically. This paper discusses the identification and consistent estimation of the
unknown functions H, M, G and F, where r (x, z)= H [M (x, z)], M (x, z)= G (x)+ F (z), and H is ...
Cited by 3 - Related articles - All 36 versions

[PDF] Weighted and two stage least squares estimation of semiparametric truncated regression models

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S Khan… - … paper, University of Rochester, Rochester, NY, 2002 - Citeseer
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coefficients in the truncated regression model. The distribution of
the errors is unknown and permits general forms of unknown heteroscedasticity. Also ...
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EQUIVALENCE SCALES Entry for The New Palgrave Dictionary of Economics

A Lewbel… - 2006 - Citeseer
Abstract An equivalence scale is a measure of the cost of living of a household of a given
size and demographic composition, relative to the cost of living of a reference household
(usually a single adult), when both households attain the same level of utility or standard ...
Cited by 3 - Related articles - Cached - All 2 versions

[CITATION] Household equivalence scales and welfare comparisons: Reply

Full text - MIT Libraries
A Lewbel - Journal of Public Economics, 1993 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Household equivalence scales and welfare comparisons: Reply. Arthur Lewbel (). Journal of
Public Economics, 1993, vol. 50, issue 1, pages 147-148. Date: 1993 Track citations by RSS ...
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[PDF] Nonparametric identification of the classical errors-in-variables model without side information

[PDF] from webmeets.com
SM Schennach, Y Hu… - Boston College Working Papers …, 2007 - webmeets.com
Abstract This note establishes that the fully nonparametric classical errors-in-variables
model is identifiable from data on the regressor and the dependent variable alone, unless
the specification is a member of a very specific parametric family. This family includes the ...
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[PDF] Regression Discontinuity Marginal Threshold Treatment Effects

[PDF] from bc.edu
Y Dong… - Boston College Working Papers in Economics, 2010 - fmwww.bc.edu
Abstract In regression discontinuity models, where the probability of treatment jumps
discretely when a running variable crosses a threshold, an average treatment effect can be
nonparametrically identified. We show that the derivative of this treatment effect with ...
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[PDF] Identifying the returns to lying when the truth is unobserved

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Y Hu… - CeMMAP working papers, 2008 - econ2.jhu.edu
Abstract Consider an observed binary regressor D and an unobserved binary variable D!,
both of which affect some other variable Y. This paper considers nonparametric identification
and estimation of the effect of D on Y, conditioning on D!* 0. For example, suppose Y is a ...
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Equivalence Scales, Costs of Children and Wrongful Death Laws

A Lewbel… - Journal of Income Distribution®, 1995 - pi.library.yorku.ca
Abstract Wrongful death laws in the United States contain a concept of 'net income', loosely
defined as the deceased's income minus his personal expenses. The family's compensation
is determined by a welfare comparison, obtained by introspection on the part of the judge ...
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Shape-Invariant Demand Functions

[PDF] from bc.edu
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A Lewbel - The Review of Economics and Statistics, 2010 - MIT Press
Abstract Shape invariance is a property of demand functions that is widely used for
parametric and semiparametric modeling and is associated with a commonly employed
class of equivalence scale models used for welfare calculations. This paper derives the ...
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Estimating features of a distribution from binomial data

[PDF] from bc.edu
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A Lewbel, D McFadden… - Journal of econometrics, 2011 - Elsevier
We propose estimators of features of the distribution of an unobserved random variable W.
What is observed is a sample of Y, V, X where a binary Y equals one when W exceeds a
threshold V determined by experimental design, and X are covariates. Potential ...
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[PDF] The Rank Extended Translog

[PDF] from bc.edu
A Lewbel - Boston, Department of Economics, Boston College, 2001 - bc.edu
Let total expenditure be M, and prices be p: Having budget shares be linear in ln M
(corresponding to PIGLOG demands or Working Leser Engel curves) requires indirect utility
functions of the form ln eU D µ0. p/C µ1. p/ln M for some functions µ0. p/and µ1. p/. This ...
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[CITATION] os L. Matzkin, Francesca Molinari, Norbert Schwarz, Robert J. Willis and Joachim K. Winter, 2005,“Statistical Analysis of Choice Experiments and Surveys”

Full text - MIT Libraries
DL McFadden, AC Bemmaor, FG Caro, J Dominitz… - Marketing Letters
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A Path-Independent Divisia-Like Index for PIGLOG Preferences

A Lewbel - Economica, 1989 - JSTOR
The line integrals that define mechanical quantity indices are path-independent only in
unrealistic cases like homothetic preferences. Stahl (1983) described a generalized Divisia
index that is path-independent for quasi-homothetic demands. The present paper ...
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