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On the Estimation of an Almost Ideal Demand System with Autoregressive Errors
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Yongkyu | - |
dc.date.accessioned | 2009-01-20T01:22:35Z | - |
dc.date.available | 2009-01-20T01:22:35Z | - |
dc.date.issued | 1994-10 | - |
dc.identifier.citation | Seoul Journal of Economics, Vol.7 No.4, pp. 361-382 | - |
dc.identifier.issn | 1225-0279 | - |
dc.identifier.uri | https://hdl.handle.net/10371/1050 | - |
dc.description.abstract | A 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.iso | en | - |
dc.publisher | Institute of Economic Research, Seoul National University | - |
dc.subject | GLS estimation procedure | - |
dc.subject | Almost Ideal Demand System | - |
dc.subject | habit formation | - |
dc.title | On the Estimation of an Almost Ideal Demand System with Autoregressive Errors | - |
dc.type | SNU Journal | - |
dc.contributor.AlternativeAuthor | 김용규 | - |
dc.citation.journaltitle | Seoul Journal of Economics | - |
dc.citation.endpage | 382 | - |
dc.citation.number | 4 | - |
dc.citation.pages | 361-382 | - |
dc.citation.startpage | 361 | - |
dc.citation.volume | 7 | - |
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