The DOI matches its Crossref record; 50 of the 50 references it cites were found in a registry or an index.
Nonparametric Engel Curves and Revealed Preference
Abstract
This paper applies revealed preference theory to the nonparametric statistical analysis of\nconsumer demand. Knowledge of expansion paths is shown to improve the power of nonparametric\ntests of revealed preference. The tightest bounds on indifference surfaces and\nwelfare measures are derived using an algorithm for which revealed preference conditions\nare shown to guarantee convergence. Nonparametric Engel curves are used to estimate\nexpansion paths and provide a stochastic structure within which to examine the consistency\nof household level data and revealed preference theory. An application is made to a long\ntime series of repeated cross-sections from the Family Expenditure Survey for Britain. The\nconsistency of these data with revealed preference theory is examined. For periods of consistency\nwith revealed preference, tight bounds are placed on true cost of living indices.
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Cites
Density Estimation for Statistics and Data Analysis
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Applied nonparametric regression
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Applied Nonparametric Regression
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Exact and superlative index numbers
Diewert, W. E. (1976) · Journal of Econometrics · doi:10.1016/0304-4076(76)90009-9 · Cited by 2,170
Quadratic Engel Curves and Consumer Demand
Banks, J., Blundell, R., & Lewbel, A. (1997) · Review of Economics and Statistics · doi:10.1162/003465397557015 · Cited by 1,794
Self-citation(2009) · American Economic Review · doi:10.1257/aer.99.1.i · Cited by 1,712
Design-adaptive Nonparametric Regression
Fan, J. (1992) · Journal of the American Statistical Association · doi:10.1080/01621459.1992.10476255 · Cited by 1,268
Irrational Behavior and Economic Theory
Becker, G. S. (1962) · Journal of Political Economy · doi:10.1086/258584 · Cited by 1,156
Cited by
Quadratic Engel Curves and Consumer Demand
Banks, J., Blundell, R., & Lewbel, A. (1997) · Review of Economics and Statistics · doi:10.1162/003465397557015 · Cited by 1,794
Self-citationEfficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
Ai, C., & Chen, X. (2003) · Econometrica · doi:10.1111/1468-0262.00470 · Cited by 726
Estimation of semiparametric models when the criterion function is not smooth
Chen, X., Linton, O., & Van Keilegom, I. (2003) · Econometrica · doi:10.1111/1468-0262.00461 · Cited by 411
Endogeneity in nonparametric and semiparametric regression models
Powell, J. L., & Blundell, R. (2001) · Working Paper Series · doi:10.1920/wp.cem.2001.0901 · Cited by 362
Self-citationChoi, S., Kariv, S., Müller, W., & Silverman, D. (2014) · American Economic Review · doi:10.1257/aer.104.6.1518 · Cited by 277
Metadata
- Authors
- Blundell, R. W., Browning, M., & Crawford, I. A.
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2003-01
- Volume
- 71
- Issue
- 1
- Pages
- 205-240
- ISSN
- 0012-9682 (ISSN-L)
- 1468-0262
- OpenAlex
- W2099125273
- Cited by
- 263
- References
- 50
- FWCI
- 26.25
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
