Duke Economics Working Paper #00-07
In this paper, we consider expectations of the form
E[log(y)|x] = a'log(x)
as a good starting point for a more general analysis. We show why this naturally leads to the following flexible functional form
E[y|x] = f(h(x)),
where all functions are estimated by cubic splines. One of the main goals is to show that this estimator is straightforward to implement. We demonstrate the usefulness of the methods given in the paper by estimating gasoline demand from the 1994 RTECS data set, and in doing so, uncover interesting relationships of income and age on expected gasoline use.
Key Words: Gasoline Demand, Splines
JEL: C51, D12, Q41
Forthcoming in Review of Economics and Statistics.
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32 pages