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Displaying results 1 to 11 of 11.

  1. Simulation and estimation of hedonic models
    Author: Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars
    Published: 2003
    Publisher:  CES, Munich ; Ifo

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QA 32110
    DDC Categories: 330; 380; 650; 670
    Series: CESifo working papers ; No. 1014 : Category 10, Empirical and theoretical methods
    Subjects: Hedonischer Preis; Nichtparametrisches Verfahren; Simulation; Schätztheorie; Theorie; Querschnittsanalyse; Ökonometrisches Modell
    Other subjects: (stw)Hedonischer Preisindex; (stw)Nichtparametrisches Verfahren; (stw)Simulation; (stw)Schätztheorie; (stw)Theorie; (stw)Querschnittsanalyse; (stw)Ökonometrisches Modell; Arbeitspapier; Online-Publikation; Econometrics; Arbeitspapier; Graue Literatur
    Scope: 58, [43] S., graph. Darst., 21 cm
    Notes:

    Literaturverz. S. [41] - [43]. - Auch im Internet unter der Adresse www.SSRN.com oder www.CESifo.de verfügbar
  2. Simulation and estimation of nonadditive hedonic models
    Author: Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1 (9895)
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    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 9895
    Subjects: Hedonischer Preisindex; Nichtparametrisches Verfahren; Simulation; Schätztheorie; Theorie; Querschnittsanalyse; Ökonometrisches Modell; Econometrics
    Scope: 59, [40] S, zahlr. graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9895.pdf - lizenzpflichtig
  3. Simulation and estimation of hedonic models
    Author: Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars
    Published: 2003
    Publisher:  Univ., Center for Economic Studies [u.a.], Munich

    Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive... more

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    Staats- und Universitätsbibliothek Bremen
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    bc 1391-1014
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    1 : Z 104.53:1014
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 624 (1014)
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    S32-1014 a
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and Nesheim, 2002). However, little is known about the practical aspects of estimating such models or of the characteristics of equilibrium in such models. This paper presents computational and analytical results that fill some of these gaps. We simulate and estimate examples of equilibrium in the additive hedonic models and provide evidence on the performance of several estimation techniques. We also simulate examples of equilibria in nonadditive models and provide evidence on the performance of the nonadditive estimation techniques developed in Heckman, Matzkin, and Nesheim (2002).

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 1014
    Subjects: Hedonischer Preisindex; Nichtparametrisches Verfahren; Simulation; Schätztheorie; Theorie; Querschnittsanalyse; Ökonometrisches Modell
    Scope: 59, [42] S, graph. Darst
    Notes:
  4. Nonparametric identification and stimation of nonadditive hedonic Models
    Author: Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars
    Published: 2009
    Publisher:  Forschungsinst. zur Zukunft der Arbeit, Bonn

    This paper studies the identification and estimation of preferences and technologies in equilibrium hedonic models. In it, we identify nonparametric structural relationships with nonadditive heterogeneity. We determine what features of hedonic models... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 4 (4329)
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    This paper studies the identification and estimation of preferences and technologies in equilibrium hedonic models. In it, we identify nonparametric structural relationships with nonadditive heterogeneity. We determine what features of hedonic models can be identified from equilibrium observations in a single market under weak assumptions about the available information. We then consider use of additional information about structural functions and heterogeneity distributions. Separability conditions facilitate identification of consumer marginal utility and firm marginal product functions. We also consider how identification is facilitated using multimarket data. -- Hedonic models ; hedonic equilibrium ; nonadditive models ; identification ; non-parametric estimation

     
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    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/36351
    Series: Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit ; 4329
    Subjects: Nutzentheorie; Unvollkommene Information; Offenbarte Präferenzen; Hedonischer Preisindex; Nichtparametrisches Verfahren; Theorie
    Scope: Online-Ressource (26 S.)
  5. Conditions for the existence of control functions in nonseparable simultaneous equations models
    Author: Blundell, Richard W.; Matzkin, Rosa L.
    Published: 2010
    Publisher:  Centre for Microdata Methods and Practice, London

    The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 243 (2010,28)
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    The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional regressors. The conditions on the structural system under which this procedure can be used in nonlinear and nonparametric simultaneous equations has thus far been unknown. In this note, we define a new property of functions called control function separability and show it provides a complete characterization of the structural systems of simultaneous equations in which the control function procedure is valid. -- Nonseparable models ; simultaneous equations ; control functions

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/64680
    Series: Cemmap working paper / Centre for Microdata Methods and Practice ; 28/10
    Scope: Online-Ressource (PDF-Datei: 34 S., 322,38 KB)
  6. Bounding quantile demand functions using revealed preference inequalities
    Author: Blundell, Richard W.; Kristensen, Dennis; Matzkin, Rosa L.
    Published: 2011
    Publisher:  Centre for Microdata Methods and Practice, London

    This paper develops a new technique for the estimation of consumer demand models with unobserved heterogeneity subject to revealed preference inequality restrictions. Particular attention is given to nonseparable heterogeneity. The inequality... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 243 (2011,21)
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    This paper develops a new technique for the estimation of consumer demand models with unobserved heterogeneity subject to revealed preference inequality restrictions. Particular attention is given to nonseparable heterogeneity. The inequality restrictions are used to identify bounds on quantile demand functions. A nonparametric estimator for these bounds is developed and asymptotic properties are derived. An empirical application using data from the U.K. Family Expenditure Survey illustrates the usefulness of the methods by deriving bounds and con…dence sets for estimated quantile demand functions. -- consumer behaviour ; revealed preference ; bounds ; quantile regression

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/64741
    Edition: This version: May 2011
    Series: Cemmap working paper / Centre for Microdata Methods and Practice ; 21/11
    Subjects: Offenbarte Präferenzen; Schätztheorie
    Scope: Online-Ressource (PDF-Datei: 45 S., 412 KB), graph. Darst.
  7. Nonparametric identification and estimation of nonadditive hedonic models
    Author: Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars
    Published: 2009

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1 (15226)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 15226
    Subjects: Nutzentheorie; Unvollkommene Information; Offenbarte Präferenzen; Hedonischer Preisindex; Nichtparametrisches Verfahren; Theorie
    Scope: 26 S.
    Notes:

    Parallel als Online-Ausg. erschienen
  8. Individual counterfactuals with multidimensional unobserved heterogeneity
    Author: Blundell, Richard W.; Kristensen, Dennis; Matzkin, Rosa L.
    Published: 30 December 2017
    Publisher:  Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, London

    New nonparametric methods that identify and estimate counterfactuals for individuals, when each is characterized by a vector of unobserved characteristics, are developed and applied to estimate systems of individual consumer demand and welfare... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 243 (2017,60)
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    New nonparametric methods that identify and estimate counterfactuals for individuals, when each is characterized by a vector of unobserved characteristics, are developed and applied to estimate systems of individual consumer demand and welfare measures. The unobserved characteristics are allowed to enter in unrestricted ways. Identification is delivered through two fundamental assumptions: First, the system is invertible in the vector of unobserved heterogeneity. Second, there exist external, individual-specific, covariates that are related to the unobserved heterogeneity and do not enter directly into the system of interest. The observed external variables can be either discrete or continuously distributed. Estimators based on the identifying restrictions are developed and their asymptotic properties derived. Using UK micro data on consumer demand, we apply the methods to estimate individual demand counterfactuals subject to revealed preference inequalities.

     
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/189804
    Edition: This Draft: December 2017
    Series: Cemmap working paper ; CWP 17, 60
    Scope: 1 Online-Ressource (circa 51 Seiten), Illustrationen
  9. Panel data estimators for nonseparable models with endogenous regressors
    Author: Altonji, Joseph G.; Matzkin, Rosa L.
    Published: 2001

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 19 (267)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Technical working paper / National Bureau of Economic Research ; 267
    Subjects: Schätztheorie; Panel; Theorie
    Scope: 51 S
    Notes:

    Internetausg.: papers.nber.org/papers/t0267.pdf - lizenzpflichtig
  10. Walrasian comparative statics
    Author: Brown, Donald J.; Matzkin, Rosa L.
    Published: 1993

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 45 (424)
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Rheinische Friedrich-Wilhelms-Universität, Bonn, Projektbereich A ; 424
    Subjects: Gleichgewichtstheorie; Allgemeines Gleichgewicht; Theorie
    Scope: 28 S
  11. Walrasian comparative studies
    Author: Brown, Donald J.; Matzkin, Rosa L.
    Published: 1994

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 390 (226)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 226
    Subjects: Gleichgewichtstheorie; Allgemeines Gleichgewicht; Theorie
    Scope: 28 S. : graph. Darst