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Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss

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  2. Joshua D. Angrist & Kathryn Graddy & Guido W. Imbens, 1995. "Non-Parametric Demand Analysis with an Application to the Demand for Fish," NBER Technical Working Papers 0178, National Bureau of Economic Research, Inc.
  3. Coletti, Donald & Lalonde, René & Masson, Paul & Muir, Dirk & Snudden, Stephen, 2021. "Commodities and monetary policy: Implications for inflation and price level targeting," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 982-999.
  4. Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Tanggaard, Carsten, 1998. "Estimating yield curves by Kernel smoothing methods," SFB 373 Discussion Papers 1999,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  5. Christiane Baumeister & Gert Peersman, 2013. "The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1087-1109, November.
  6. Raj Chetty, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 451-488, May.
  7. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November.
  8. Abadie, Alberto, 2003. "Semiparametric instrumental variable estimation of treatment response models," Journal of Econometrics, Elsevier, vol. 113(2), pages 231-263, April.
  9. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
  10. Foroni, Claudia & Stracca, Livio, 2019. "Much ado about nothing? The shale oil revolution and the global supply curve," Working Paper Series 2309, European Central Bank.
  11. Yingheng Zhang & Haojie Li & Gang Ren, 2025. "Data-driven exploration of heterogeneous gasoline price elasticities using generalized random forests," Transportation, Springer, vol. 52(1), pages 215-237, February.
  12. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
  13. Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2017. "Nonparametric Counterfactual Predictions in Neoclassical Models of International Trade," American Economic Review, American Economic Association, vol. 107(3), pages 633-689, March.
  14. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
  15. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Gan, Li & Ju, Gaosheng & Zhu, Xi, 2015. "Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets," Journal of Econometrics, Elsevier, vol. 188(2), pages 526-544.
  17. Alonso-Alvarez, Irma & Di Nino, Virginia & Venditti, Fabrizio, 2022. "Strategic interactions and price dynamics in the global oil market," Energy Economics, Elsevier, vol. 107(C).
  18. De Borger, Bruno & Mulalic, Ismir & Rouwendal, Jan, 2016. "Substitution between cars within the household," Transportation Research Part A: Policy and Practice, Elsevier, vol. 85(C), pages 135-156.
  19. Antonio M. Bento & Lawrence H. Goulder & Mark R. Jacobsen & Roger H. von Haefen, 2009. "Distributional and Efficiency Impacts of Increased US Gasoline Taxes," American Economic Review, American Economic Association, vol. 99(3), pages 667-699, June.
  20. Richard Blundell & Joel Horowitz & Matthias Parey, 2022. "Estimation of a Heterogeneous Demand Function with Berkson Errors," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 877-889, December.
  21. Gillingham, Kenneth & Munk-Nielsen, Anders, 2019. "A tale of two tails: Commuting and the fuel price response in driving," Journal of Urban Economics, Elsevier, vol. 109(C), pages 27-40.
  22. Bente Halvorsen, 2009. "Conflicting Interests in Environmental Policy-making?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(2), pages 287-305, October.
  23. Nathan S. Balke & Michael Plante & Mine Yücel, 2015. "Fuel Subsidies, the Oil Market and the World Economy," The Energy Journal, , vol. 36(1_suppl), pages 99-128, June.
  24. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
  25. Jerry Hausman, 2002. "Sources of Bias and Solutions to Bias in the CPI," NBER Working Papers 9298, National Bureau of Economic Research, Inc.
  26. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2013. "Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction," CeMMAP working papers CWP54/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  27. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
  28. Javier D. Donna, 2021. "Measuring long‐run gasoline price elasticities in urban travel demand," RAND Journal of Economics, RAND Corporation, vol. 52(4), pages 945-994, December.
  29. Robin Braun, 2023. "The importance of supply and demand for oil prices: Evidence from non‐Gaussianity," Quantitative Economics, Econometric Society, vol. 14(4), pages 1163-1198, November.
  30. Zhan Gao & M. Hashem Pesaran, 2024. "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 79-124, Springer.
  31. Kilian, Lutz & Zhou, Xiaoqing, 2024. "Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand," Journal of Public Economics, Elsevier, vol. 232(C).
  32. Carlos A. Flores, 2007. "Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment," Working Papers 0707, University of Miami, Department of Economics.
  33. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
  34. Sara G. Castellanos & Marco A. Oviedo, 2004. "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results from a Structural Econometrics Approach," Levine's Working Paper Archive 122247000000000118, David K. Levine.
  35. Liu, Weiwei, 2014. "Modeling gasoline demand in the United States: A flexible semiparametric approach," Energy Economics, Elsevier, vol. 45(C), pages 244-253.
  36. Daniele Valenti, 2018. "Modelling the Global Price of Oil: Is there any Role for the Oil Futures-spot Spread?," Working Papers 2018.06, Fondazione Eni Enrico Mattei.
  37. Banerjee, Abhijit V & Duflo, Esther, 2003. "Inequality and Growth: What Can the Data Say?," Journal of Economic Growth, Springer, vol. 8(3), pages 267-299, September.
  38. Criscuolo, P. & Verspagen, B., 2005. "Does it matter where patent citations come from? Inventor versus examiner citations in European patents," Working Papers 05.06, Eindhoven Center for Innovation Studies.
  39. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
  40. Debopam Bhattacharya, 2015. "Nonparametric Welfare Analysis for Discrete Choice," Econometrica, Econometric Society, vol. 83, pages 617-649, March.
  41. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
  42. Park, Sung Y. & Zhao, Guochang, 2010. "An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach," Energy Economics, Elsevier, vol. 32(1), pages 110-120, January.
  43. Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei, 2024. "Local regression distribution estimators," Journal of Econometrics, Elsevier, vol. 240(2).
  44. Edvard Bakhitov, 2026. "Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators," Papers 2603.29889, arXiv.org, revised Apr 2026.
  45. Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
  46. Lomonosov, Daniil & Polbin, Andrey & Fokin, Nikita, 2020. "Влияние Шоков Мировой Деловой Активности, Предложения Нефти И Спекулятивных Нефтяных Шоков На Экономику Рф [The impact of global economic activity, oil supply and speculative oil shocks on the Russian economy]," MPRA Paper 106019, University Library of Munich, Germany.
  47. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, IZA Network @ LISER.
  48. Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017. "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, vol. 67(C), pages 346-354.
  49. Manzan, sebastiano & Zerom, Dawit, 2008. "A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price," MPRA Paper 14386, University Library of Munich, Germany.
  50. Andrade de Sá, Saraly & Daubanes, Julien, 2016. "Limit pricing and the (in)effectiveness of the carbon tax," Journal of Public Economics, Elsevier, vol. 139(C), pages 28-39.
  51. Saraly Andrade de Sa & Julien Daubanes, 2014. "Limit-Pricing and the (Un)Effectiveness of the Carbon Tax," Working Papers 2014.07, FAERE - French Association of Environmental and Resource Economists.
  52. Güntner, Jochen H.F., 2014. "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, vol. 44(C), pages 1-13.
  53. Das, M., 2004. "Simple estimators for nonparametric panel data models with sample attrition," Journal of Econometrics, Elsevier, vol. 120(1), pages 159-180, May.
  54. Christiane Baumeister & Gert Peersman, 2013. "Time-Varying Effects of Oil Supply Shocks on the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 1-28, October.
  55. Mauricio Vaz Lobo Bittencourt & Leonardo Chaves Borges Cardoso & Elena Grace Irwin, 2016. "Biofuels Policies And Fuel Demand Elasticities In Brazil: An Iv Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 181, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  56. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
  57. Christiane Baumeister & James D. Hamilton, 2019. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, vol. 109(5), pages 1873-1910, May.
  58. Thomas Demuynck, 2018. "Testing the homogeneous marginal utility of income assumption," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1120-1136, November.
  59. Donna, Javier D., 2018. "Measuring Long-Run Price Elasticities in Urban Travel Demand," MPRA Paper 90059, University Library of Munich, Germany.
  60. Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  61. Xiaodong Gong & Laurie Brown, 2017. "The Impacts of the Presence of Disabled Members on Intra-household Allocation in Older Australian Households," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(4), pages 398-411, December.
  62. Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2023. "Nonparametric models in consumer behaviour," Working Papers of Department of Economics, Leuven 746841, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  63. Alberto Abadie, 2000. "Semiparametric Estimation of Instrumental Variable Models for Causal Effects," NBER Technical Working Papers 0260, National Bureau of Economic Research, Inc.
  64. Das, M., 2003. "Identification and sequential estimation of panel data models with insufficient exclusion restrictions," Journal of Econometrics, Elsevier, vol. 114(2), pages 297-328, June.
  65. Julien Daubanes & Lisa Leinert, 2012. "Optimum Tariffs and Exhaustible Resources: Theory and Evidence for Gasoline," CER-ETH Economics working paper series 12/163, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  66. Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org, revised Mar 2026.
  67. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
  68. Andrade de Sá, Saraly & Daubanes, Julien, 2016. "Limit pricing and the (in)effectiveness of the carbon tax," Journal of Public Economics, Elsevier, vol. 139(C), pages 28-39.
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