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

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Abstract (english)

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.

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EPrint type:Working Paper
Anno di Pubblicazione:24 April 2012
Key Words: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 Sep 2014 14:28
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