Kernel Regression in Empirical Microeconomics
We consider the implementation of Kernel methods in empirical microeconomics with specific application to Engel curve estimation in the analysis of consumer behavior. A set of recently developed tests for the parametric null hypothesis against a nonparametric alternative are discussed and implemented for the Engel curve application. We also consider semi-parametric estimation in partially linear models and the case of endogenous regressors. Gauss-based software is available for each technique implemented in the paper.
When requesting a correction, please mention this item's handle: RePEc:uwp:jhriss:v:33:y:1998:i:1:p:62-87. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.