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On the Estimation of an Almost Ideal Demand System with Autoregressive Errors

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dc.contributor.authorKim, Yongkyu-
dc.date.accessioned2009-01-20T01:22:35Z-
dc.date.available2009-01-20T01:22:35Z-
dc.date.issued1994-10-
dc.identifier.citationSeoul Journal of Economics, Vol.7 No.4, pp. 361-382-
dc.identifier.issn1225-0279-
dc.identifier.urihttps://hdl.handle.net/10371/1050-
dc.description.abstractA new GLS estimation procedure is employed in the estimation of a dynamic version of Almost Ideal Demand System with vector autoregressive errors. The procedure enables us to have more natural form of autoregressive parameters. Also, a new habit formation specification obeying the adding up restriction is proposed. In an application for four categories of food in the U.S., test results show that the error process is a first order vector autoregressive process and that the demand system is characterized by habit formation.-
dc.language.isoen-
dc.publisherInstitute of Economic Research, Seoul National University-
dc.subjectGLS estimation procedure-
dc.subjectAlmost Ideal Demand System-
dc.subjecthabit formation-
dc.titleOn the Estimation of an Almost Ideal Demand System with Autoregressive Errors-
dc.typeSNU Journal-
dc.contributor.AlternativeAuthor김용규-
dc.citation.journaltitleSeoul Journal of Economics-
dc.citation.endpage382-
dc.citation.number4-
dc.citation.pages361-382-
dc.citation.startpage361-
dc.citation.volume7-
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