A linear demand system within a seemingly unrelated time series equations framework
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DOI: 10.1007/s00181-006-0074-5
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Other versions of this item:
- Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003. "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers 345, Statistics Norway, Research Department.
References listed on IDEAS
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Citations
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Cited by:
- Håvard Hungnes, 2011.
"A demand system for input factors when there are technological changes in production,"
Empirical Economics,
Springer, vol. 40(3), pages 581-600, May.
- Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
- Kawata, Yukichika, 2012. "Fishery resource recovery strategy without reducing the number of landings: A case study of the ocellate puffer in Japan," Ecological Economics, Elsevier, vol. 77(C), pages 225-233.
More about this item
Keywords
Consumer demand; Almost ideal demand system; Seemingly unrelated time series equations; Out-of-sample performance; C32; C51; C53; E21;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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