Matthias Parey

Dr Matthias Parey

Research Fellow

Matthias joined the IFS as a PhD scholar in 2004 and is now an IFS Research Fellow. He is a Senior Lecturer in the Department of Economics at the University of Essex. His research interests include labour economics, economics of education, and microeconometrics.

External web page: University of Essex

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.

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