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Aids Versus Rotterdam: A Cox Nonnested Test With Parametric Bootstrap

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Author Info
Dameus, Alix
Brorsen, B. Wade
Sukhdial, Kullapapruk Piewthongngam
Richter, Francisca G.-C.

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Abstract

A Cox nonnested test with parametric bootstrap is developed to select between the linearized version of the First Difference Almost Ideal Demand System (FDAIDS) and the Rotterdam model. The Cox test with parametric bootstrap is expected to be more powerful than the various orthodox tests used in past research. The new approach is then used for U. S. meat demand (beef, pork, and chicken) and compared to results obtained with an orthodox test. The orthodox test gives inconsistent results. In contrast, under the same varied conditions, the Cox test with parametric bootstrap consistently indicates that the Rotterdam model is preferred to the FDAIDS.

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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2001 Annual meeting, August 5-8, Chicago, IL with number 20453.

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Date of creation: 2001
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Handle: RePEc:ags:aaea01:20453

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Related research
Keywords: Demand and Price Analysis;

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. N. Coulibaly & B. Wade Brorsen, 1999. "Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results," Econometric Reviews, Taylor and Francis Journals, vol. 18(2), pages 195-209. [Downloadable!] (restricted)
  2. Hashem Pesaran, M. & Pesaran, Bahram, 1993. "A simulation approach to the problem of computing Cox's statistic for testing nonnested models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 377-392. [Downloadable!] (restricted)
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  3. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-94, May. [Downloadable!] (restricted)
  4. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May. [Downloadable!] (restricted)
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  5. Alston, Julian M. & Chalfant, James A., 1991. "Can We Take The Con Out Of Meat Demand Studies?," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(01), July. [Downloadable!]
  6. Pesaran, M H, 1974. "On the General Problem of Model Selection," Review of Economic Studies, Blackwell Publishing, vol. 41(2), pages 153-71, April. [Downloadable!] (restricted)
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  1. Kaitibie, Simeon & Nganje, William & Brorsen, B. Wade & Epplin, Francis, 2003. "Optimal Grazing Pressure Under Output Price And Production Uncertainty With Alternative Functional Forms," 2003 Annual meeting, July 27-30, Montreal, Canada 22020, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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