Identification of semiparametric model coefficients, with an application to collective households

A-Tier
Journal: Journal of Econometrics
Year: 2022
Volume: 226
Issue: 2
Pages: 205-223

Authors (2)

Lewbel, Arthur (Boston College) Lin, Xirong (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We prove identification of coefficients for a set of semiparametric specifications that are related to multiple index models. Potential applications of these results include models of observed heterogeneity in production functions and in consumer demand systems. We then generalize these results to identify a class of collective household consumption models. We extend the existing literature by proving point identification, rather than the weaker generic identification, of all the features of the collective household model, including price effects. We estimate the model using Japanese consumption data, and find substantial variation in resource shares and indifference scales across households of different sizes.

Technical Details

RePEc Handle
repec:eee:econom:v:226:y:2022:i:2:p:205-223
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25