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Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach

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K. K. Gary Wong
Keith R. McLaren

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Abstract

To allow realistic policy simulations in a changing environment, inverse demand systems must remain regular over substantial variations in quantities. The distance function is a convenient vehicle for generating such systems. While its use directly yields Hicksian inverse demand functions, those functions will not usually have an explicit representation in terms of the observable variables. However, this problem need not hinder estimation and can be solved by using a numerical inversion estimation approach. This article develops the formal theory for using distance functions in this context and demonstrates the operational feasibility of the method. Copyright 2005 American Agricultural Economics Association.

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Article provided by American Agricultural Economics Association in its journal American Journal of Agricultural Economics.

Volume (Year): 87 (2005)
Issue (Month): 4 (November)
Pages: 823-834
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Handle: RePEc:bla:ajagec:v:87:y:2005:i:4:p:823-834

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  1. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  2. Lee, Youngjae & Kennedy, P. Lynn, 2008. "An Examination of Inverse Demand Models: An Application to the U.S. Crawfish Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(2), October. [Downloadable!]
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