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

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  • Duffy, Martyn
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    File URL: http://www.sciencedirect.com/science/article/pii/S0264-9993(01)00091-8
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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. Ng, S., 1995. "Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary," Cahiers de recherche 9516, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
    2. 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.
    3. Attfield, C. L. F., 1997. "Estimating a cointegrating demand system," European Economic Review, Elsevier, vol. 41(1), pages 61-73, January.
    4. 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.
    5. Martyn Duffy, 2001. "Advertising in consumer allocation models: choice of functional form," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 437-456.
    6. Balcombe, Kelvin George & 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 of Agricultural Economists, International Association of Agricultural Economists, vol. 15(1), September.
    7. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
    8. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
    9. Karagiannis, Giannis & Katranidis, Stelios D. & 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.
    10. 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.
    11. Pesaran, M.H., 1996. "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics 9612, Faculty of Economics, University of Cambridge.
    12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    13. K.W. Clements & E.A. Selvanathan, 1987. "The Rotterdam Demand Model and Its Application in Marketing," Economics Discussion / Working Papers 87-16, The University of Western Australia, Department of Economics.
    14. Italianer, Alexander, 1985. "A small-sample correction for the likelihood ratio test," Economics Letters, Elsevier, vol. 19(4), pages 315-317.
    15. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-326, June.
    16. 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 369-385, November.
    17. Selvanathan, E. Antony, 1989. "Advertising and consumer demand: a differential approach," Economics Letters, Elsevier, vol. 31(3), pages 215-219, December.
    18. 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.
    19. Osborn, Denise R., 1990. "A survey of seasonality in UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 6(3), pages 327-336, October.
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