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Linear and Quadratic Spline Models for Consumer Demand Functions

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Author Info
W. E. Diewert
T. J. Wales

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Abstract

This paper combines flexible functional form techniques, which provide local approximations to indirect preferenc es with respect to prices and incomes, with spline techniques that provide global approximations with respect to real income. The main technical problem is that real income or utility is an unobserved variable. Starting with the normalized quadratic expenditure functio n, linear and quadratic spline models are introduced theoretically and are empirically estimated using Japanese consumer data for four goods fo r the years 1970-87. The semi-nonparametric literature initiated by A. R. Gallant is reviewed and a limited semi-nonparametric property is claimed to hold for the spline models presented in the paper.

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Publisher Info
Article provided by Canadian Economics Association in its journal Canadian Journal of Economics.

Volume (Year): 26 (1993)
Issue (Month): 1 (February)
Pages: 77-106
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Handle: RePEc:cje:issued:v:26:y:1993:i:1:p:77-106

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  1. Beach, Robert H. & Holt, Matthew T., 1999. "Incorporating Quadratic Scale Curves In Inverse Demand Systems," 1999 Annual meeting, August 8-11, Nashville, TN 21579, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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  2. William A. Barnett & Jane Binner & W. Erwin Diewert, 2005. "Functional Structure and Approximation in Econometrics (book front matter)," Econometrics 0511006, EconWPA. [Downloadable!]
  3. Rossella Bardazzi, Marco Barnabani, 2001. "A Long-run Disaggregated Cross-section and Time-series Demand System: an Application to Italy," Economic Systems Research, Taylor and Francis Journals, vol. 13(4), pages 365-389, December. [Downloadable!] (restricted)
  4. Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany. [Downloadable!]
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  5. William Barnett & Ikuyasu Usui, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200609, University of Kansas, Department of Economics. [Downloadable!]
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  6. David L. Ryan & Terence J. Wales, . "Flexible and Semiflexible Consumer Demands With Quadratic Engel Curves," Old UBC Departmental Papers 9630, UBC Department of Economics. [Downloadable!]
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  7. Hans G. Bloemen & Arie Kapteyn, 2008. "The estimation of utility-consistent labor supply models by means of simulated scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 395-422. [Downloadable!]
    Other versions:
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