Matthias Parey

Selected Publications

Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors

Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
29 November 2018 | CWP67/18
Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) […]

Jia-Young Michael Fu, Joel L. Horowitz, Matthias Parey
21 October 2015 | CWP68/15
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction

Economic theory rarely provides a parametric specification for a model, but it often provides shape restrictions. […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
17 October 2013 | CWP54/13
Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation

This paper develops a new method for estimating a demand function and the welfare consequences of […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
16 June 2011 | CWP24/11
Maternal education, home environments and the development of children and adolescents

We study the intergenerational effects of maternal education on children’s cognitive achievement, behavioral problems, grade repetition […]

Pedro Carneiro, Costas Meghir, Matthias Parey
17 December 2010 | CWP39/10
Measuring the price responsiveness of gasoline demand

This paper develops a new method for estimating the demand function for gasoline and the deadweight […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
7 April 2009 | CWP11/09