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A linear demand system within a seemingly unrelated time series equations framework

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Author Info
Arvid Raknerud
Terje Skjerpen ()
Anders Swensen

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Abstract

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File URL: http://hdl.handle.net/10.1007/s00181-006-0074-5
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Publisher Info
Article provided by Springer in its journal Empirical Economics.

Volume (Year): 32 (2007)
Issue (Month): 1 (April)
Pages: 105-124
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Handle: RePEc:spr:empeco:v:32:y:2007:i:1:p:105-124

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Related research
Keywords: Consumer demand; Almost ideal demand system; Seemingly unrelated time series equations; Out-of-sample performance; C32; C51; C53; E21;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Anderson, G. J., 1980. "The structure of simultaneous equations estimators : A comment," Journal of Econometrics, Elsevier, vol. 14(2), pages 271-276, October. [Downloadable!] (restricted)
  2. Chalfant, James A, 1987. "A Globally Flexible, Almost Ideal Demand System," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 233-42, April.
  3. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
    Other versions:
  4. Fanelli, L & Mazzocchi, M, 2002. "A Cointegrated VECM Demand System for Meat in Italy," Applied Economics, Taylor and Francis Journals, vol. 34(13), pages 1593-1605, September. [Downloadable!] (restricted)
  5. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March. [Downloadable!] (restricted)
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  6. Harvey, Andrew C & Koopman, Siem Jan, 1992. "Diagnostic Checking of Unobserved-Components Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 377-89, October.
  7. Keuzenkamp, Hugo A. & Barten, Anton P., 1995. "Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand," Journal of Econometrics, Elsevier, vol. 67(1), pages 103-127, May. [Downloadable!] (restricted)
  8. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June. [Downloadable!] (restricted)
  9. I. A. Moosa & J. L. Baxter, 2002. "Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 95-106. [Downloadable!]
  10. Anderson, G J & Blundell, R W, 1982. "Estimation and Hypothesis Testing in Dynamic Singular Equation Systems," Econometrica, Econometric Society, vol. 50(6), pages 1559-71, November. [Downloadable!] (restricted)
  11. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
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  12. Anderson, Gordon & Blundell, Richard, 1983. "Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada," Review of Economic Studies, Blackwell Publishing, vol. 50(3), pages 397-410, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Research Department of Statistics Norway. [Downloadable!]
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