Year: 1986
Author: Ronning, Gerd
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 106 (1986), Iss. 6 : pp. 605–622
Abstract
Linear dynamic share equations of autoregressive type have to recognize a huge amount of implicit restrictions on the structural parameters. The paper shows that stability analysis and the choice of an optimal model cannot be treated independently of those restrictions.
Journal Article Details
Publisher Name: Global Science Press
Language: Multiple languages
DOI: https://doi.org/10.3790/schm.106.6.605
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 106 (1986), Iss. 6 : pp. 605–622
Published online: 1986-06
AMS Subject Headings: Duncker & Humblot
Copyright: COPYRIGHT: © Global Science Press
Pages: 18
Author Details
-
Anderson, G.J. / Blundell, R. W. (1982), Estimation and Hypothesis Testing in Singular Equations Systems. Econometrica 50, 1559 - 1571.
Google Scholar -
Anderson, G.J. / Blundell, R. W. (1983), Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers’ Expenditure in Canada. Review of Economic Studies 50, 397 - 410.
Google Scholar -
Anderson, G.J. / Blundell, R. W. (1984), Consumer Non-Durables in the U.K.: A Dynamic Demand System. Economic Journal, Conference Papers 94, 35 - 44.
Google Scholar -
Berndt, R. E. / Savin, N. E. (1975), Estimation and Hypothesis Testing in Singular Equations Systems with Autoregressive Errors. Econometrica 43, 937 - 957.
Google Scholar -
Blanciforti, L. / Green, R. (1983), An Almost Ideal Demand System Incorporating Habits: An Analysis of Expenditures on Food and Aggregate Commodity Groups. Review of Economics and Statistics 65, 511 - 515.
Google Scholar -
Brainard, W.C. / Tobin, J. (1968), Pitfalls in Financial Model Building. American Economic Review, Papers and Proceedings 58, 99 - 122.
Google Scholar -
Conrad, K. (1977), Gewohnheitsbildung und dynamische Nutzen- und Nachfragefunktionen. Jahrbücher für Nationalökonomie und Statistik 191, 464 - 491.
Google Scholar -
Davidson, J. E. H. / Hendry, D. F. / Srba, F. / Yeo, St. (1978), Econometric Modelling of the Aggregate Time-Series Relationship between Consumers’ Expenditure and Income in the United Kingdom. Economic Journal 88, 661 - 692.
Google Scholar -
Deaton, A. / Muellbauer, J. (1980), An Almost Ideal Demand System. American Economic Review 70, 312 - 326.
Google Scholar -
Ghosh, A. / Neslin, S. / Shoemaker, R. (1984), A Comparison of Market Share Models and Estimation Procedures. Journal of Marketing Research 21, 202 - 210.
Google Scholar -
Kirchgäßner, G. (1979), Systeme von Konsumnachfragefunktionen. ZENCAP Working Paper 6, August 1979.
Google Scholar -
Kirchgäßner, G. / Wolters, J. (1985), Der Zusammenhang zwischen der Zinsentwicklung in den Vereinigten Staaten, der Bundesrepublik Deutschland und der Schweiz, in: H. Giersch (Hrsg.), Probleme und Perspektiven der weltwirtschaftlichen Entwicklung. Berlin.
Google Scholar -
Klein, L. (1983), Lectures in Econometrics. Amsterdam.
Google Scholar -
Klevmarken, N. A. (1979), A Comparative Study of Complete Systems of Demand Functions. Journal of Econometrics 10, 165 - 191.
Google Scholar -
Naert, P. / Weverbergh, M. (1981), On the Prediction Power of Market Share Attraction Models. Journal of Marketing Research 18, 146 - 153.
Google Scholar -
Ronning, G. (1985), Probleme bei der Schätzung fehlerbehafteter Anteilsgleichungen. Manuskript, erscheint demnächst in den Jahrbüchern für Nationalökonomie und Statistik.
Google Scholar -
Theil, H. (1971), Principles of Econometrics. Amsterdam.
Google Scholar -
Veall, M.R. / Zimmermann, K. F. (1986), A Monthly, Dynamic Expenditure System for Germany with Different Kinds of Households. Review of Economics and Statistics 68, 256 - 264.
Google Scholar -
Wolters, J. (1984), Ökonometrische Analyse von Inflationserwartungen. Ansätze, Probleme und eine empirische Untersuchung für Investitionsgüterpreise. Allgemeines Statistisches Archiv 68, 307 - 331.
Google Scholar