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The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory

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Author Info
Keith R. McLaren ()
K. K. Gary Wong

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Abstract

In this article we advocate more extensive use of the benefit function in specifying price-dependent or inverse demand models. In particular, we demonstrate how duality theory may be used to establish the inter-relationships between the Marshallian (or Hicksian) inverse demands and Luenberger's adjusted price functions, allowing estimable inverse demands to be derived directly from a benefit function. We also make use of a numerical inversion estimation method to rectify the "unobservability of utility problem" encountered in the empirical analysis of these inverse demands. To illustrate the usefulness of the proposed methods, we estimate two systems of inverse demands for Japanese quarterly fish consumption. Results generally indicate that the proposed methods are promising and operationally feasible so that we have opened up a wider range of empirical inverse demand specifications that can be subjected to tight theoretical restrictions.

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File URL: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2008/wp8-08.pdf
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Publisher Info
Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 8/08.

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Length: 32 pages
Date of creation: Oct 2008
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Handle: RePEc:msh:ebswps:2008-8

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Related research
Keywords: Benefit Functions; Duality Theory; Numerical Inversion Estimation Method;

Find related papers by JEL classification:
D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

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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. Chambers, Robert G. & Chung, Yangho & Fare, Rolf, 1996. "Benefit and Distance Functions," Journal of Economic Theory, Elsevier, vol. 70(2), pages 407-419, August. [Downloadable!] (restricted)
  2. Lewbel, Arthur, 1991. "The Rank of Demand Systems: Theory and Nonparametric Estimation," Econometrica, Econometric Society, vol. 59(3), pages 711-30, May. [Downloadable!] (restricted)
  3. Beach, Robert H & Holt, Matthew T, 2001. " Incorporating Quadratic Scale Curves in Inverse Demand Systems," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 83(1), pages 230-45, February. [Downloadable!] (restricted)
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  4. Eales, James S. & Unnevehr, Laurian J., 1994. "The inverse almost ideal demand system," European Economic Review, Elsevier, vol. 38(1), pages 101-115, January. [Downloadable!] (restricted)
  5. Deaton, Angus, 1979. "The Distance Function in Consumer Behaviour with Applications to Index Numbers and Optimal Taxation," Review of Economic Studies, Blackwell Publishing, vol. 46(3), pages 391-405, July. [Downloadable!] (restricted)
  6. Pollak, Robert A. & Wales, Terence J., 1991. "The likelihood dominance criterion : A new approach to model selection," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 227-242, February. [Downloadable!] (restricted)
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  7. Moschini, Giancarlo & Moro, Daniele, 1994. "Autocorrelation specification in singular equation systems," Economics Letters, Elsevier, vol. 46(4), pages 303-309, December. [Downloadable!] (restricted)
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  8. Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January. [Downloadable!] (restricted)
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