Aggregation without Separability: A Generalized Composite Commodity Theorem
提出在效用函数不可分离时加总商品的一般条件，比希克斯-莱昂惕夫复合商品定理对价格变动的限制更弱、更符合实际，适用于AIDS模型、超越对数等效用函数，并讨论了相对价格非平稳性对加总和需求估计的影响。
This paper provides general conditions for aggregating commodities without separable utility. These conditions impose weaker and more empirically plausible restrictions on price movements than the currently existing alternative to separability, the Hicks-Leontief composite commodity theorem. The idea is to allow departures from Hicks-Leontief that take the form of well-behaved error terms. Utility functions that permit generalized composite commodity aggregation include the AIDS model, the translog, all homothetic utility functions, and any utility function when demands are aggregated to two groups of goods. Implications of empirical nonstationarity of relative prices for aggregation and demand estimation are considered. Copyright 1996 by American Economic Association.