期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

几乎理想需求系统面板数据模型的非参数估计分析 被引量：6

Nonparametric Estimation and Analysis on AIDS Panel Data Model
下载PDF
导出
摘要 本文探讨几乎理想需求系统的估计问题,充分考虑到各类商品价格数据的局限性和模型中各类商品消费份额的联立内生性,逐步建立一个可以得到估计的几乎理想需求系统非参数面板数据模型;给出其非参数局部线性估计方法,并将非参数估计方法应用于珠三角地区城镇居民消费支出结构的估计和分析,由此对消费支出进行弹性分析。 In this paper we study the econometric estimation for the Almost Ideal Demand System （ AIDS ） and present a nonparametric AIDS panel data model by starting from the data limitation of the prices and the simultaneous endogeneity of the consumption share of various goods in total expenditure. We provide a nonparametric local linear estimation approach to the panel data AIDS model and apply the method for the estimation of the consumption expenditure structures of urban inhabitants in the Pearl River delta. Also, the elasticity analysis is used.
作者 田凤平 周先波
机构地区 中山大学岭南学院
出处 《南方经济》 CSSCI 北大核心 2009年第7期36-49,共14页 South China Journal of Economics
基金 国家自然科学基金项目(项目批准号70703037)支持
关键词 AIDS模型 面板数据 非参数局部线性估计 弹性分析 珠三角 AIDS Model Panel Data Nonparametdc Local Linear Estimation Elasticity Analysis The Pearl River Delta
分类号 F224.0 [经济管理—国民经济] F014.5 [经济管理—政治经济学]
  • 相关文献

参考文献13

  • 1Banks,J. , A. Blundell, and A. Lewbel, 1997 ,Quadratic Engel Curves and Consumer Demand, The Review of Economics and Statistics, Vol. 79 ( 1997), 527 -539.
  • 2Bierens, H. and H. A. Pott-Buter, 1990, Specification of Household Expenditure Functions and Equivalence Scales by Nonparametric Regression, Econometric Reviews, 9, 123 - 210.
  • 3Deaton A. and J. Muellbauer, 1980, An Almost Ideal Demand System, The American Economic Review, Vol. 70, No. 3, 312 - 326.
  • 4Hastie, T. J. and R. J. Tibshirani, 1990, Generalized Additive Models, Monographs on Statistics and Applied Probability 43, Chapman and Hall.
  • 5Lewbel A. , 1991, The Rank of Demand Systems : Theory and Nonparametric Estimation, Econometrica, 59, 711 - 730.
  • 6Li, Q. and Racine J. S. , 2007, Nonparametric Econometrics, Princeton University Press.
  • 7Lluch, C. , 1973, The Extended Linear Expenditure System, European Economic Review, Vol. 4, 21 -32.
  • 8Pagan, A. and A. Ullah, 1999, Nonparametric Econometrics, Cambridge University Press.
  • 9Stone, R. , 1954, Linear Expenditure Systems and Demand Analysis: An Application to the Pattern of British Demand, The Economic Journal, Vol. 64, 511 -527.
  • 10Ullah, A. and N. Roy, 1998, Nonparametdc and Semiparametric Econometrics of Panel Data, Handbook of Applied Economic Statistics, Marcel Dekker, New York, 579 -604.

二级参考文献6

  • 1Klein,L R and H Rubin.A Constant-Utility Index of Cost of Living[J].Review of Economic Studies,1950,Vol .18.
  • 2Liuch,C and R Williams.Consumer Demand Systems and Aggregate Consumption in the U.S.A.:An Application of the Extended Linear Expenditure System[J].Canadian Journal of Economics,8,1974.
  • 3Deaton A and J Muenbauer.An almost Meal demand system[J].The American Economic Review,1980.
  • 4Deaton,A and J Muellbauer.Economics and consumer behavjor[M].Cambridge University Press.1980.
  • 5Stone,R .Linear Expenditure System and Demand Analysis:An Application to the Pattern of British Demand [J].Economic Journal,1954,Vol.64.
  • 6王学萌,穆月英.我国农业持续、稳定、协调发展的灰色评估模型[J].数量经济技术经济研究,1992,9(5):36-43. 被引量：5

同被引文献78

  • 1刘梦莹,李志强.变系数固定效应面板数据模型的估计[J].北京化工大学学报（自然科学版）,2014,41(1):117-121. 被引量：3
  • 2苏良军,何一峰,金赛男.中国城乡居民消费与收入关系的面板数据协整研究[J].世界经济,2006,29(5):65-72. 被引量：49
  • 3李涛,子璇(校对).社会互动与投资选择[J].经济研究,2006,41(8):45-57. 被引量：156
  • 4Stone. R. 1954. Linear Expenditure System and Dem and Analysis An Application to the Pattern of British Dem[ J]. The Economic Journal, ( 64 ) : 511-527.
  • 5Lluch. A. 1973. The Extended Linear Expenditure System[ J]. European Economic Riview, (14) :21-32.
  • 6Deaton. A and J. Muellbauer. 1980. An Almost Ideal Dem and System [ J ]. The American Economic Review, (70) :312- 326.
  • 7BORENSTEIN S. The redistributi6nal impact of non-Linear electricity pricing[ R]. Energy Institute at Haas,2010.
  • 8BUSHNELL, JAMES B, ERIN T Mansur. Consumption under noisy price signals: a study of electrie.ity retail rate deregula- tion in San Diego [ J ]. Industrial Economies,2005:493-513.
  • 9TAYLOR S P,COCHELL J. Hourly response to eleetrititv ve- al-time pricing with up to eight summers of experieoee [ J ]. Regulatory Economics ,2005:235-262.
  • 10KOICHIRO Ito. How do consumers respond to nonlinear pri- cing? evidence from household electricity demand [ R]. Pre liminary draft Comments welcome2010.

引证文献6

二级引证文献29

南方经济
2009年 第7期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部