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Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs

  • Barten, Anton P.

    (Université Catholique de Louvain, Belgique)

  • McAleer, Michael

    (Département de sciences économiques, University of Western Australia)

In this paper four versions of differential demand systems are compared empirically: namely, the Rotterdam system, a version of the Almost Ideal Demand (AID) system, the Central Bureau of Statistics (CBS) system, and the NBR system. These systems share common right-hand sides but differ in the non-linear data transformations of the endogenous variable. The variable addition testing method of McAleer (1983) for single equations is extended to vectors of equations in which the dependent variables of competing systems are subject to non-linear data transformations. An appealing feature of the variable addition testing procedure is that it accommodates the adding-up condition in a straight-forward manner. Annual data over the period 1921-1981 for The Netherlands for four major groups of consumer expenditure are used in the empirical application. It is found that no single system is dominant in explaining the data. Relatively speaking, the CBS system performs the best and the NBR system the worst, with the other two systems occupying intermediate positions. The specification of the price coefficients of the Rotterdam system appears to be empirically superior to that of the AID system. Dans ce papier, quatre versions de systèmes de demande différentiels sont comparés sur le plan empirique : le système de Rotterdam, une version du système de demande quasi idéal (Almost Ideal Demand), le système du Bureau Central des Statistiques (CBS) et le système NBR. Ces systèmes possèdent des points en commun au niveau des variables explicatives, mais diffèrent sur le plan de la transformation non linéaire de la variable endogène. La méthode de McAleer (1983) du test par addition de variables dans le cas d’une équation est cette fois appliquée à des vecteurs d’équations dans lesquelles les variables dépendantes du système sont sujettes à des transformations non linéaires.

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Article provided by Société Canadienne de Science Economique in its journal L'Actualité économique.

Volume (Year): 73 (1997)
Issue (Month): 1 (mars-juin-septembre)
Pages: 27-45

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Handle: RePEc:ris:actuec:v:73:y:1997:i:1:p:27-45
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  1. Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
  2. McALEER, M. & DASTOOR, N.K., 1988. "Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses," Papers 168, Australian National University - Department of Economics.
  3. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
  4. Keller, W.J. & Van Driel, J., 1985. "Differential consumer demand systems," European Economic Review, Elsevier, vol. 27(3), pages 375-390.
  5. Berndt, Ernst R & Savin, N Eugene, 1975. "Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances," Econometrica, Econometric Society, vol. 43(5-6), pages 937-57, Sept.-Nov.
  6. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-94, May.
  7. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June.
  8. Michael McAleer, 1981. "Exact Tests of a Model Against Non-Nested Alternatives," Working Papers 431, Queen's University, Department of Economics.
  9. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
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