[经济学] 一类具有Berkson误差的异种需求函数的估计 [推广有奖]

摘要翻译：
伯克森错误在经验微观经济学中是司空见惯的。在消费者需求中，当个人支付的价格是由特定群体（例如，一个县）中的个人支付的（加权）平均价格而不是真实的交易价格来衡量时，就会出现这种形式的测量误差。我们证明了这种测量误差对于在一个不可分离的、未观察到的异质性环境中估计需求的重要性。我们发展了一个一致的估计利用外部信息的真实分布的价格。通过对美国汽油需求的考察，我们证明了市场内价格的显著波动性，并表明在美国不同地区伯克森误差的幅度存在显著的空间差异。伯克森误差的核算对估计价格影响和福利计算具有定量的重要意义。施加Slutsky形状约束大大降低了对Berkson误差的敏感性。
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英文标题：
《Estimation of a Heterogeneous Demand Function with Berkson Errors》
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作者：
Richard Blundell, Joel Horowitz, Matthias Parey
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最新提交年份：
2019
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics        统计学
二级分类：Applications        应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
  Berkson errors are commonplace in empirical microeconomics. In consumer demand this form of measurement error occurs when the price an individual pays is measured by the (weighted) average price paid by individuals in a specified group (e.g., a county), rather than the true transaction price. We show the importance of such measurement errors for the estimation of demand in a setting with nonseparable unobserved heterogeneity. We develop a consistent estimator using external information on the true distribution of prices. Examining the demand for gasoline in the U.S., we document substantial within-market price variability, and show that there are significant spatial differences in the magnitude of Berkson errors across regions of the U.S. Accounting for Berkson errors is found to be quantitatively important for estimating price effects and for welfare calculations. Imposing the Slutsky shape constraint greatly reduces the sensitivity to Berkson errors.
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PDF链接：
https://arxiv.org/pdf/1811.10690