Arbeitspapier
Imposing economic constraints in nonparametric regression: survey, implementation and extension
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present themselves when empirically implementing these methods and extend an existing method to handle general nonlinear constraints. A heuristic discussion on the empirical implementation for methods that use sequential quadratic programming is provided for the reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression surfaces is covered.
- Sprache
-
Englisch
- Erschienen in
-
Series: IZA Discussion Papers ; No. 4103
- Klassifikation
-
Wirtschaft
Demand and Supply of Labor: General
Wages, Compensation, and Labor Costs: General
Semiparametric and Nonparametric Methods: General
- Thema
-
Constraint weighted bootstrapping
Hessian
concavity
identification
earnings function
Regression
Nichtparametrisches Verfahren
Nichtlineare Optimierung
Bildungsertrag
Monte-Carlo-Methode
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Henderson, Daniel J.
Parmeter, Christopher F.
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for the Study of Labor (IZA)
- (wo)
-
Bonn
- (wann)
-
2009
- Handle
- URN
-
urn:nbn:de:101:1-2009041483
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Henderson, Daniel J.
- Parmeter, Christopher F.
- Institute for the Study of Labor (IZA)
Entstanden
- 2009
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