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

页码：62 / 87

页数：26

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