Michal Paluch, Alois Kneip, and Werner Hildenbrand, "Individual vs. 
Aggregate Income Elasticities for Heterogeneous Populations", Journal of 
Applied Econometrics, Vol. 27, No. 5, 2012, pp. 847-869.

This paper uses confidential cross-section data from the UK Family
Expenditure Surveys 1974-1993. Those seeking permission to use these data
should contact the ESRC Data Archive directly at

  http://dawww.essex.ac.uk. 

We provide the program code used to extract the data from the FES database.
This file contains the variable definitions and is accompanied by two sample
data files (only a few observations).

The following analysis steps have been carried out in the paper:

1. Data definition and extraction (data-extraction.txt)
2. Bandwidth selection (bandwidth-selection.txt)
3. Estimation including bootstrap (pkh-final.m)
4. Significance tests and summary of results (final-results-table.m)

These four files, pkus the sample data files basicsample_93.txt and
macrodata_11_93.txt are zipped in the file pkh-files.zip. Since these are
all ASCII files in DOS format, Unix/Linux users should use "unzip -a".