Nonparametric bound estimation of consumption and saving functions
| Project/Area Number |
25380226
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Economic theory
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| Research Institution | Yokohama National University |
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Principal Investigator |
OKUMURA TSUNAO 横浜国立大学, 大学院国際社会科学研究院, 教授 (90323922)
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| Project Period (FY) |
2013-04-01 – 2016-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | 部分識別 / ノンパラメトリック / バウンド / 集合推定 / 欠損値 / 消費関数 / 貯蓄関数 / 検定バイアス / 推定バイアス / 欠損データ |
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| Outline of Final Research Achievements |
Econometricians often encounter problems in which the dependent variables (e.g., consumption and savings) are fully observed but the independent variables (e.g., assets and expected income) are partially observed. Most studies of such cases assume that the missing independent variables are missing at random (MAR). Using the partial identification approach, I identified sharp bounds on the parameters of the independent variables, some values of which are missing, without assuming MAR.
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Report
(4 results)
Research Products
(9 results)
