Estimating a cointegrating demand system

The set of variables in a time series demand model in the form of the Almost Ideal Demand System are found to be I(1) with the demand equations forming a cointegrating system. The parameters of the cointegrating equations are estimated and tested using a `triangular error correction' procedure....

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	European economic review 1997, Vol.41 (1), p.61-73
1. Verfasser:	Attfield, C.L.F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Conintegration Demand Demand system Economic models Economic theory Homogeneity Hypotheses Studies Time series
Online-Zugang:	Volltext
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