Kernel regression in empirical microeconomics

被引：76
|
作者：
Blundell, R
Duncan, A
机构：
[1] UCL, London, England
[2] Inst Fiscal Studies, London, England
[3] Univ York, York YO1 5DD, N Yorkshire, England
来源：
JOURNAL OF HUMAN RESOURCES | 1998年 / 33卷 / 01期
基金：
欧盟地平线“2020”;
关键词：
D O I：
10.2307/146315
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We consider the implementation of Kernel methods in empirical microeconomics with specific application to Engel curve estimation in the analysis of consumer behavior. A set of recently developed rests for the parametric null hypothesis against a nonparametric alternative are discussed and implemented for the Engel curve application. We also consider semi-parametric estimation in partially linear models and the case of endogenous regressors. Gauss-based software is available for each technique implemented in the paper.
引用
收藏
页码：62 / 87
页数：26
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