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dc.contributor.authorBlundell, Richarden_US
dc.contributor.authorKristensen, Dennisen_US
dc.contributor.authorMatzkin, Rosaen_US
dc.date.accessioned2011-06-21en_US
dc.date.accessioned2012-10-16T13:10:38Z-
dc.date.available2012-10-16T13:10:38Z-
dc.date.issued2011en_US
dc.identifier.pidoi:10.1920/wp.cem.2011.2111en_US
dc.identifier.urihttp://hdl.handle.net/10419/64741-
dc.description.abstractThis 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 confidence sets for estimated quantile demand functions.en_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice Londonen_US
dc.relation.ispartofseriescemmap working paper CWP21/11en_US
dc.subject.jelC20en_US
dc.subject.jelD12en_US
dc.subject.ddc330en_US
dc.subject.keywordconsumer behaviouren_US
dc.subject.keywordrevealed preferenceen_US
dc.subject.keywordboundsen_US
dc.subject.keywordquantile regressionen_US
dc.subject.stwOffenbarte Präferenzenen_US
dc.subject.stwSchätztheorieen_US
dc.titleBounding quantile demand functions using revealed preference inequalitiesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn662526937en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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