Matthias joined the IFS as a PhD scholar in 2004 and is now an IFS Research Associate. He is a Lecturer in the Department of Economics at the University of Essex. His research interests include labour economics, economics of education, and microeconometrics.
Nonparametric estimation of a nonseparable demand function under the Slutsky inequality restriction
| Journal Article
We derive conditions under which a demand function with nonseparable unobserved heterogeneity in tastes can be estimated consistently by nonparametric quantile regression subject to the shape restriction from the Slutsky inequality.