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Volumn 29, Issue 7, 1997, Pages 935-943

Forecasting with the almost ideal demand system: Evidence from some alternative dynamic specifications

Author keywords

[No Author keywords available]

Indexed keywords

DEMAND SYSTEM; MODELLING APPROACH;

EID: 0031394366     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368497326598     Document Type: Article
Times cited : (17)

References (21)
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  • 2
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  • 4
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    • Andrews, D.W.K.1
  • 5
    • 0000180090 scopus 로고
    • Gaussian estimation of structural parameters in higher order continuous time dynamic models
    • Bergstrom, A. R. (1983) Gaussian estimation of structural parameters in higher order continuous time dynamic models. Econometrica, 51, 117-52.
    • (1983) Econometrica , vol.51 , pp. 117-152
    • Bergstrom, A.R.1
  • 6
    • 0001140156 scopus 로고
    • The estimation of open higher-order continuous time dynamic models with mixed stock and flow data
    • Bergstrom, A. R. (1986) The estimation of open higher-order continuous time dynamic models with mixed stock and flow data. Econometric Theory, 2, 350-73.
    • (1986) Econometric Theory , vol.2 , pp. 350-373
    • Bergstrom, A.R.1
  • 8
    • 38249009281 scopus 로고
    • Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom
    • Bergstrom, A. R., Nowman, K. B. and Wymer, C. R. (1992) Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom. Economic Modelling, 9, 313-51.
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    • Bergstrom, A.R.1    Nowman, K.B.2    Wymer, C.R.3
  • 9
    • 38249020264 scopus 로고
    • Forecasting with demand systems: A comparative study
    • Chambers, M. J. (1990) Forecasting with demand systems: a comparative study. Journal of Econometrics, 44, 363-76.
    • (1990) Journal of Econometrics , vol.44 , pp. 363-376
    • Chambers, M.J.1
  • 10
    • 0010170512 scopus 로고
    • An alternative time series model of consumption: Some empirical evidence
    • Chambers, M. J. (1991) An alternative time series model of consumption: some empirical evidence. Applied Economics, 23, 1361-66.
    • (1991) Applied Economics , vol.23 , pp. 1361-1366
    • Chambers, M.J.1
  • 11
    • 84948874230 scopus 로고
    • Consumers' demand in the long run: Some evidence from U.K. data
    • Chambers, M. J. (1993) Consumers' demand in the long run: some evidence from U.K. data. Applied Economics, 25, 727-33.
    • (1993) Applied Economics , vol.25 , pp. 727-733
    • Chambers, M.J.1
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    • Econometric evaluation of linear macroeconometric models
    • Chong, Y. Y. and Hendry, D. F. (1986) Econometric evaluation of linear macroeconometric models. Review of Economic Studies, 53, 671-90.
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    • Chong, Y.Y.1    Hendry, D.F.2
  • 16
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    • Automatic lag selection in covariance matrix estimation
    • Newey, W. K. and West, K. D. (1994) Automatic lag selection in covariance matrix estimation. Review of Economic Studies, 61, 631-53.
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    • Newey, W.K.1    West, K.D.2
  • 17
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    • Finite sample properties of the Gaussian estimation of an open higher order continuous time dynamic model with mixed stock and flow data
    • edited by G. Gandolfo, Chapman and Hall, London
    • Nowman, K. B. (1993) Finite sample properties of the Gaussian estimation of an open higher order continuous time dynamic model with mixed stock and flow data. In Continuous Time Econometrics: Theory and Applications, edited by G. Gandolfo, Chapman and Hall, London.
    • (1993) Continuous Time Econometrics: Theory and Applications
    • Nowman, K.B.1
  • 18
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    • Bias from estimating the almost ideal demand system with the Stone index approximation
    • Pashardes, P. (1993) Bias from estimating the almost ideal demand system with the Stone index approximation. Economic Journal, 103, 908-15.
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  • 19
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    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, B.E.2
  • 21
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    • Phillips, P. C. B. and Ploberger, W. (1994) Posterior odds testing for a unit root with data-based model selection. Econometric Theory, 10, 774-808.
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    • Phillips, P.C.B.1    Ploberger, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.