Chen, Liqiong; Galvão Júnior, Antônio Fialho; Song, … - In: Econometrics 9 (2021) 2, pp. 1-35
are provided. Finally, we apply the proposed methods to study Engel curves for various commodities using data from the UK … Family Expenditure Survey. We document strong heterogeneity in the estimated Engel curves along the conditional distribution … intervals for the estimated Engel curves by the proposed estimator is of importance for inference. …