描述经验需求系统的可分离性特征

Describing the separability properties of empirical demand systems

Journal of Applied Econometrics · 1991
被引 4
人大 AABS 3

中文导读

提出一种非迭代方法,用于描述经验需求模型中偏好的可分离结构,并以法国九类商品的总量时间序列数据为例进行说明,帮助研究者判断可分离性假设的合理性。

Abstract

Abstract In empirical demand analysis separability restrictions are usually imposed as maintained hypotheses. The separability inflexibility of most functional forms makes parametric tests of these restrictions appear problematic. We follow Pudney (1981) in stressing the usefulness of a description of the separable structure of preferences underlying an estimated model, and propose a non‐iterative method for the production of such a description. An illustration with different models estimated for nine categories of goods on French aggregate time‐series data is presented.

需求系统可分离性非参数方法偏好结构