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The Estimation Of Price Elasticities From Panel Data

Author

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  • Boehm, William T.
  • Havlicek, Joseph Jr.

Abstract

The purpose of this paper is to call attention to the important role that the statistical model and the data source play in the determination of a numerical estimate of price response. Price "elasticities" are estimated from both time-series and cross-sectional viewpoints using the same data base and essentially the same method of estimation, ordinary least squares regression (OLS). In each case the data are organized in a slightly different manner. The results obtained are reasonable from a statistical point of view, and yet each set suggests vastly different policy implications.

Suggested Citation

  • Boehm, William T. & Havlicek, Joseph Jr., 1975. "The Estimation Of Price Elasticities From Panel Data," 1975 Annual Meeting, August 10-13, Columbus, Ohio 284108, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea75:284108
    DOI: 10.22004/ag.econ.284108
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    Keywords

    Demand and Price Analysis;

    Statistics

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