Vai ai contenuti. | Spostati sulla navigazione | Spostati sulla ricerca | Vai al menu | Contatti | Accessibilità

| Crea un account

Battistin, Erich - De Nadai, Michele (2012) Identication and Estimation of Engel Curves with Endogenous and Unobserved Expenditures. [Working Paper] WORKING PAPER SERIES, 4/2012 . , PADOVA (Inedito)

Full text disponibile come:

[img]
Anteprima
Documento PDF
1504Kb

Abstract (inglese)

When dealing with the estimation of Engel curves, measurement errors in expenditure data and simultaneity are likely sources of endogeneity. In this paper we study identication of the parameters that characterize an Engel curve in the presence of both. We consider specications where budget shares are polynomials in the logarithm of total expenditure, which is the case frequently encountered in empirical applications. We propose an estimation procedure which is an extension of that in Lewbel (1996), and exploits a control function assumption to correct for the endogeneity of the true unobserved total expenditure.


Statistiche Download - Aggiungi a RefWorks
Tipo di EPrint:Working Paper
Anno di Pubblicazione:24 Aprile 2012
Parole chiave (italiano / inglese):Control function, Engel-curves, Errors-in-variables models.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7181
Depositato il:10 Set 2014 14:28
Simple Metadata
Full Metadata
EndNote Format

Download statistics

Solo per lo Staff dell Archivio: Modifica questo record