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A simple method to account for...
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Offenbarte Präferenzen
43
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Hjertstrand, Per
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Heufer, Jan
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A Monte Carlo study of the necessary and sufficient conditions for weak separability
Hjertstrand, Per
- In:
Measurement error : consequences, applications and solutions
,
(pp. 151-182)
.
2009
Persistent link: https://www.econbiz.de/10003958194
Saved in:
2
A Monte Carlo study of the necessary and sufficient conditions for weak separability
Hjertstrand, Per
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003745978
Saved in:
3
Testing for rationality, separability and efficiency
Hjertstrand, Per
-
2008
Persistent link: https://www.econbiz.de/10003800144
Saved in:
4
Power against random expenditure allocation for revealed preference tests
Hjertstrand, Per
- In:
Journal of economic behavior & organization : JEBO
188
(
2021
),
pp. 36-45
Persistent link: https://www.econbiz.de/10012658675
Saved in:
5
Nonparametric analysis of the mixed-demand model
Hjertstrand, Per
-
2022
The mixed-demand model allows for very flexible specification of what should be considered endogenous and exogenous in demand system estimation. This paper introduces a revealed preference framework to analyze the mixed-demand model. The proposed methods can be used to test whether observed data...
Persistent link: https://www.econbiz.de/10013193324
Saved in:
6
A simple method to account for measurement errors in revealed preference tests
Hjertstrand, Per
-
2013
Revealed preference tests are widely used in empirical applications of consumer rationality. These are static tests, and consequently, lack ability to handle measurement errors in the data. This paper extends and generalizes existing procedures that account for measurement errors in revealed...
Persistent link: https://www.econbiz.de/10010206706
Saved in:
7
Homogeneity, returns to scale and (log)concavity
Hjertstrand, Per
-
2020
This brief note shows that if a production function, f, is quasiconcave, increasing and homogeneous, then f is concave if it displays nonincreasing returns to scale, and f is logconcave if it displays increasing returns to scale.
Persistent link: https://www.econbiz.de/10012195707
Saved in:
8
Power against random expenditure allocation for revealed preference tests
Hjertstrand, Per
-
2019
This paper proposes new power indices for revealed preference tests. The indices are based on a model of irrational consumption behavior where the consumer randomly allocates a certain fraction of expenditure. The methods allow a researcher to trace out the entire power curve against random...
Persistent link: https://www.econbiz.de/10012133131
Saved in:
9
Income elasticities without parameters
Hjertstrand, Per
-
2020
This paper proposes a simple non-parametric framework to calculate income elasticities from a data set of observed prices and consumed quantities without having to estimate any parameters. The framework can be applied when the price-quantity data satisfies a revealed preference axiom called the...
Persistent link: https://www.econbiz.de/10012176128
Saved in:
10
Homothetic Efficiency and Test Power: A Non-Parametric Approach
Heufer, Jan
;
Hjertstrand, Per
-
2015
We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency. Homotheticity is a useful restriction but data rarely satisfies testable conditions. To overcome this we provide a way to estimate homothetic efficiency of consumption choices. It...
Persistent link: https://www.econbiz.de/10011288415
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