Arthur Lewbel

We propose a demand model where consumers simultaneously choose a few different goods from a large menu of available goods, and choose how much to consume of each good.

The authors consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up to scale, in consumption based asset pricing Euler equations. This is the first paper to prove nonparametric identification of Euler equations under low level conditions (without imposing functional restrictions or just assuming completeness).

We provide new conditions for identification of accelerated failure time competing risks models.

Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has some zero odd moments (having a symmetric distribution suffices).

We propose estimators of features of the distribution of an unobserved random variableW.

This paper provides estimators for moments and quantiles of the unknown distribution in this problem.

We show empirically that the distribution of consumption expenditures across households is, within cohorts, closer to log normal than the distribution of income.

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate.

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject to misclassification error.

A cemmap working paper.

A cemmap working paper.

We provide simulation evidence on the small sample performance of our estimator, and we apply our method to a Chinese production dataset.

For vectors x and w, let r(x;w) be a function that can be nonparametrically estimated consistently and asymptotically normally.

A statistical problem that arises in several elds is that of estimating the features of an

Quadratic Engel curves, welfare measurement and consumer demand