Invertibility of Nonparametric Stochastic Demand Functions
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Abstract
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References listed on IDEAS
- Gourieroux, C & Laffont, J J & Monfort, A, 1980.
"Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes,"
Econometrica,
Econometric Society, vol. 48(3), pages 675-695, April.
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- Daniel McFadden, 2005. "Revealed stochastic preference: a synthesis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(2), pages 245-264, August.
Citations
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Cited by:
- Mette Lunde Christensen, 2002.
"Heterogeneity in consumer demands and the income effect: evidence from panel data,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
C4-1, International Conferences on Panel Data.
- Mette Christensen, 2007. "Heterogeneity in Consumer Demands and the Income Effect: Evidence from Panel Data," The School of Economics Discussion Paper Series 0714, Economics, The University of Manchester.
- Mette Christensen, 2007. "Heterogeneity in consumer demands and the income effect: evidence from panel data," IFS Working Papers W07/16, Institute for Fiscal Studies.
- Arthur Lewbel & Krishna Pendakur, 2009.
"Tricks with Hicks: The EASI Demand System,"
American Economic Review,
American Economic Association, vol. 99(3), pages 827-863, June.
- Arthur Lewbel & Krishna Pendakur, 2006. "Tricks With Hicks: The EASI Demand System," Boston College Working Papers in Economics 651, Boston College Department of Economics, revised 26 Nov 2008.
- McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
- Dharmasena, Senarath & Capps, Oral, Jr., 2014. "U.S. Demand for Wellness and Functional Beverages and Implications on Nutritional Intake: An Application of EASI Demand System Capturing Diverse Preference Heterogeniety," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169811, Agricultural and Applied Economics Association.
- Arthur Lewbel, 2006. "Modeling Heterogeneity," Boston College Working Papers in Economics 650, Boston College Department of Economics.
More about this item
Keywords
nonparametric random utility model; stochastic demand; global homeomorphism; coherency;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D1 - Microeconomics - - Household Behavior
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-12-02 (All new papers)
- NEP-DCM-2004-12-02 (Discrete Choice Models)
- NEP-ECM-2004-12-02 (Econometrics)
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