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Bounding quantile demand functions using revealed preference inequalities

Authors: Richard Blundell , Dennis Kristensen and Rosa Matzkin
Date: 30 April 2014
Type: Journal Article, Journal of Econometrics, Vol. 179, No. 2, pp. 112--127
DOI: 10.1016/j.jeconom.2014.01.005


This paper develops a new approach to the estimation of consumer demand models with unobserved heterogeneity subject to revealed preference inequality restrictions. Particular attention is given to nonseparable heterogeneity. The inequality restrictions are used to identify bounds on counterfactual demand. A nonparametric estimator for these bounds is developed and asymptotic properties are derived. An empirical application using data from the UK Family Expenditure Survey illustrates the usefulness of the methods.

Previous version:
Richard Blundell, Dennis Kristensen and Rosa Matzkin June 2011, Bounding quantile demand functions using revealed preference inequalities, cemmap Working Paper, CWP21/11, IFS

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