6533b7d9fe1ef96bd126b924

RESEARCH PRODUCT

Estimating Engel curves under unit and item nonresponse

Giuseppe De LucaFranco PeracchiFranco Peracchi

subject

Economics and EconometricsSettore SECS-P/05 - EconometriaStatistical modelMultivariate normal distributionUnit (housing)Engel curve Unit nonresponse Item nonresponse Endogeneity semiparametric estimationEngel curveStatisticsEconomicsEconometricsStatistics::MethodologyEndogeneitySocial Sciences (miscellaneous)Parametric statistics

description

SUMMARY This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible specification of the relationship of interest. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the unobservables in the model follow a multivariate Gaussian distribution, while the semiparametric specification avoids distributional assumptions about the unobservables. Copyright © 2011 John Wiley & Sons, Ltd.

10.1002/jae.1232http://hdl.handle.net/2108/123040