相互依赖的偏好:一项计量经济学分析

Interdependent preferences: an econometric analysis

Journal of Applied Econometrics · 1997
被引 101
人大 AABS 3

中文导读

估计了线性支出系统中偏好的相互依赖模型,使用家庭截面数据,发现不同家庭消费的相互依赖对模型随机结构和参数可识别性有显著影响,并导致外生变量变化对家庭的影响因变化范围而异。

Abstract

The theoretical model of Gaertner (1974) and Pollak (1976) for the interdependence of preferences in the Linear Expenditure System is estimated for a cross-section of households. The interdependence of consumption of different households has implications for the stochastic structure of the model and for the identifiability of its parameters, Both aspects are dealt with. The empirical results indicate a significant role played by the interdependence of preferences. One of its implications is that predictions of the effects of changes in a household's exogenous variables differ according to whether the exogenous variable only changes for this household or for all households jointly. (C) 1997 John Wiley & Sons, Ltd.

线性支出系统偏好相互依赖截面数据参数可识别性