Wednesday, December 14, 2011

Nonparametric demand estimation subject to shape restrictions

Delger Enkhbayar
(LSE and Cemmap)

Abstract: Nonparametric local linear method for estimating demand subject to shape restrictions is reviewed. In particular, constrained and unconstrained local linear estimators and their asymptotic properties are presented and their finite sample performances are compared using a simulation experiment.

Wednesday, December 14, 2011
Time: 11h30
Room: Sala Delta, Edificio Quelhas, ISEG