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The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results

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Author Info
Chen Qian () (Department of Economics, University of Victoria)
David E. Giles () (Department of Economics, University of Victoria)

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Abstract

Using small-disturbance expansions, we derive analytic expressions for the bias of the OLS estimator an elasticity in a linear model, both at an individual sample point and at the sample mean. The magnitudes of these biases are illustrated with Australian expenditure data.

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File URL: http://web.uvic.ca/econ/research/papers/ewp0517.pdf
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Publisher Info
Paper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 0517.

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Length: 10 pages
Date of creation: 22 Dec 2005
Date of revision:
Handle: RePEc:vic:vicewp:0517

Note: ISSN 1485-6441
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Web page: http://web.uvic.ca/econ
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Related research
Keywords: Elasticity; bias; small-distrurbance asymptotics;

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Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

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  1. Kenneth W. Clements & Xueyan Zhao, 2005. "Economic Aspects of Marijuana," Economics Discussion / Working Papers 05-28, The University of Western Australia, Department of Economics. [Downloadable!]
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