整合国际消费数据

Pooling International Consumption Data

Review of Economics and Statistics · 1987
被引 31
人大 AFT50ABS 4

中文导读

探讨整合不同国家消费数据用于需求系统估计的可行性,发现虽然能增加样本量和价格收入变化范围,但多数情况下不同国家的需求系统参数存在差异,因此整合需谨慎。

Abstract

Pooling consumption data from different countries for demand system estimation is attractive because it increases both sample size and therange of v ariation of relative prices and income. The major objection to pooling is that d ifferent countries may have different demand system parameters. This paper propo sed and estimates specifications that permit pooling while allowing both short-r un andlong-run demand systems to differ across countries. Using data from Belgi um, the United Kingdom, and the United States, the authors findthat, although p ooling was accepted for some pairs of countries and some specifications, it was rejected for most. They conclude that caution is appropriate in pooling internat ional consumption data. Copyright 1987 by MIT Press.

国际消费数据需求系统估计跨国参数异质性数据合并检验