Similar Search Results

Collective labor supply : heterogeneity and nonparticipation

Blundell, Richard W. (contributor) - 1998

Persistent link: https://www.econbiz.de/10000683152

GMM estimation with persistent panel data : an application to production functions

Blundell, Richard W.; Bond, Stephen - 1999

Persistent link: https://www.econbiz.de/10000683970

Nonparametric Engel curves and revealed preference

Blundell, Richard W.; Browning, Martin James; Crawford, Ian - 1997

Persistent link: https://www.econbiz.de/10000641305

Non-parametric Engel curves and revealed preference

Blundell, Richard W.; Browning, Martin James; Crawford, Ian - 2001 - Revised May 2001

This paper applies revealed preference theory to the nonparametric statistical analysis of consumer demand. Knowledge … which to examine the consistency of household level data and revealed preference theory. An application is made to a long … revealed preference theory is examined. For periods of consistency with revealed preference, tight bounds are placed on true …

Persistent link: https://www.econbiz.de/10011537533

Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator

Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - 2000

This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estimator...

Persistent link: https://www.econbiz.de/10011537713

GMM estimation with persistent panel data : an application to production functions

Blundell, Richard W.; Bond, Stephen - 1999

We consider the estimation of Cobb-Douglas production functions using panel data covering a large sample of companies observed for a small number of time periods. Standard GMM estimators, which eliminate unobserved firm-specific e¤ects by taking first differences, have been found to produce...

Persistent link: https://www.econbiz.de/10011538404

Estimating yield curves by Kernel smoothing methods

Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; … - 1998

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is non-parametric and does not assume particular functional form for the discount function although we do show how to impose various restrictions...

Persistent link: https://www.econbiz.de/10009580489

Collective labour supply : heterogeneity and nonparticipation

Blundell, Richard W.; Chiappori, Pierre-André; Magnac, … - 2005

We present identification and estimation results for the "collective" model of labour supply in which there are discrete choices, censoring of hours and nonparticipation in employment. We derive the collective restrictions on labour supply functions and contrast them with restrictions implied by...

Persistent link: https://www.econbiz.de/10003257851

Collective labour supply : heterogeneity and nonparticipation

Blundell, Richard W.; Chiappori, Pierre-André; Magnac, … - 2005

Persistent link: https://www.econbiz.de/10003177853

Collective labour supply : heterogeneity and non-participation

Blundell, Richard W.; Chiappori, Pierre-André; Magnac, … - 2005

Persistent link: https://www.econbiz.de/10003182670