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Confidence Intervals for Elasticities and Flexibilities: Re-evaluating the Ratios of Normals Case

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Author Info
Kling, Catherine
Dorfman, Jeffrey
Sexton, Richard

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Abstract

Many important hypotheses in applied economics depend upon the magnitude of estimated elasticities or flexibilities. However, their statistical properties are unknown for many popular models, making standard statistical inference impossible. This problem is addressed in the present paper which analyzes and evaluates alternative methods of constructing confidence intervals for elasticities and flexibilities. The methods studied include three bootstrap- based approaches, an approximation based on a Taylor's series expansion, and approaches proposed by Fieller and Scheffé. Results show that all method's except Scheffé's worked

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Publisher Info
Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 1582.

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Date of creation: 09 Sep 1999
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Publication status: Published in American Journal of Agricultural Economics, January 1990, Vol. 72, No. 4, pp. 1006-17.
Handle: RePEc:isu:genres:1582

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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
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  2. J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne. [Downloadable!]
  3. Mooney, Sian & Antle, John & Capalbo, Susan & Paustian, Keith, 2003. "Incorporating Uncertainty In Integrated Assessment Modeling," 2003 Annual meeting, July 27-30, Montreal, Canada 22225, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  4. Pratt, Alejandro Nin & Hertel, Thomas W. & Foster, Kenneth & Rae, Allan, 2001. "Productivity Growth And Catching-Up: Implications For China'S Trade In Livestock Products," 2001 Annual meeting, August 5-8, Chicago, IL 20590, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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