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On the estimation of an advertising-augmented, cointegrating demand system

  • Duffy, Martyn
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    File URL: http://www.sciencedirect.com/science/article/B6VB1-46Y9W9W-9/2/6438a90419049ff0d41ce8794c9f197a
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    Article provided by Elsevier in its journal Economic Modelling.

    Volume (Year): 20 (2003)
    Issue (Month): 1 (January)
    Pages: 181-206

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    Handle: RePEc:eee:ecmode:v:20:y:2003:i:1:p:181-206
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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    1. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    2. Balcombe, K. G. & Davis, J. R., 1996. "An application of cointegration theory in the estimation of the almost ideal demand system for food consumption in Bulgaria," Agricultural Economics, Blackwell, vol. 15(1), pages 47-60, September.
    3. Kenneth W. Clements & E. Antony Selvanathan, 1988. "The Rotterdam Demand Model and its Application in Marketing," Marketing Science, INFORMS, vol. 7(1), pages 60-75.
    4. Attfield, C. L. F., 1997. "Estimating a cointegrating demand system," European Economic Review, Elsevier, vol. 41(1), pages 61-73, January.
    5. Ng, Serena, 1995. "Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 147-63, April-Jun.
    6. Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June.
    7. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 22(1), January.
    8. Karagiannis, G. & Katranidis, S. & Velentzas, K., 2000. "An error correction almost ideal demand system for meat in Greece," Agricultural Economics, Blackwell, vol. 22(1), pages 29-35, January.
    9. Duffy, Martyn, 1991. "Advertising and the Consumption of Tobacco and Alcoholic Drink: A System-Wide Analysis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(4), pages 369-85, November.
    10. Duffy, Martyn, 1995. "Advertising in demand systems for alcoholic drinks and tobacco: A comparative study," Journal of Policy Modeling, Elsevier, vol. 17(6), pages 557-577, December.
    11. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June.
    12. Jon P. Nelson, 1999. "Broadcast Advertising and U.S. Demand for Alcoholic Beverages," Southern Economic Journal, Southern Economic Association, vol. 65(4), pages 774-790, April.
    13. Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.
    14. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    15. Italianer, Alexander, 1985. "A small-sample correction for the likelihood ratio test," Economics Letters, Elsevier, vol. 19(4), pages 315-317.
    16. Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-91, January.
    17. Peter C.B. Phillips, 1988. "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
    18. Osborn, Denise R., 1990. "A survey of seasonality in UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 6(3), pages 327-336, October.
    19. Martyn Duffy, 2001. "Advertising in consumer allocation models: choice of functional form," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 437-456.
    20. Selvanathan, E. Antony, 1989. "Advertising and consumer demand: a differential approach," Economics Letters, Elsevier, vol. 31(3), pages 215-219, December.
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