Kernel Regression in Empirical Microeconomics
探讨核方法在实证微观经济学中的应用，以恩格尔曲线估计为例，介绍参数假设检验、半参数估计及内生变量处理，并提供Gauss软件实现。
We consider the implementation of Kernel methods in empirical microeconomics with specific application to Engel curve estimation in the analysis of consumer behavior. A set of recently developed rests for the parametric null hypothesis against a nonparametric alternative are discussed and implemented for the Engel curve application. We also consider semi-parametric estimation in partially linear models and the case of endogenous regressors. Gauss-based software is available for each technique implemented in the paper.