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題名:需求體系動態設定與限制條件檢定:臺灣民間消費資料之實証
書刊名:農業經濟叢刊
作者:李皇照
作者(外文):Lee, Hwang-jaw
出版日期:1999
卷期:4:2
頁次:頁179-204
主題關鍵詞:動態設定需求體系限制式檢定Dynamic specificationsDemand systemsRestrictions testing
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:36
  • 點閱點閱:63
     本文比較需求體系模式納入動態因素的不同設定方式,並以臺灣地區國民所得消費資料為實証樣本,驗証納入動態因素對需求理論限制式檢定結果之影響。在近似理想需求體系設定下,概似比值檢定統計量指出,本研究樣本資料最合適的需求體系設定式,應納入前一期消費量和誤差項結構為AR(1)。此外,需求理論限制式檢定結果拒絕樣本資料符合齊次性和對稱性條件。
     The purposes of this paper are to analyzing alternative dynamic specifications and testing restrictions on a system of demand equations. The annual time-series consumers' consumption data in Taiwan are employed for empirical tests. Under the maintained hypothesis of almost ideal demand system(AIDS), the likelihood ratio tests suggest that AIDS incorporating past consumption and allowing for autocorrelation appear to be a more suitable specification for modeling consumer behavior. In addition, the test results show that homogenerity and symmetry conditions tend to be rejected by the data.
期刊論文
1.羅紀瓊(19870300)。臺灣民間消費支出體系之比較研究。經濟論文,15(1),59-88。new window  延伸查詢new window
2.Barten, A. P.(1969)。Maximum Likelihood Estimation of a Complete System of Demand Equations。European Economic Review,1,7-73。  new window
3.羅紀瓊(19840900)。臺灣地區家庭部門的消費型態:線型對數支出體系與多項式對數函數之比較。經濟論文,12(2),17-44。new window  延伸查詢new window
4.王金利、孫智陸(19860600)。臺灣地區消費者需求函數體系之實證研究--鹿特丹模型之應用。臺灣銀行季刊,37(2),153-187。new window  延伸查詢new window
5.李庸三(19711100)。民國四十年至五十八年臺灣消費者需求函數分析。經濟論文叢刊,2,97-138。new window  延伸查詢new window
6.Deaton, Angus S.、Muellbauer, John(1980)。An Almost Ideal Demand System。American Economic Review,70(3),312-326。  new window
7.吳珮瑛(1994)。臺灣家計單位非耐久財消費需求分析-二次支出需求體系之應用。臺灣銀行季刊,45(3),67-81。new window  延伸查詢new window
8.Anderson, G. J.、Blundell, R. W.(1982)。Estimation and hypothesis testing in dynamic singular equation systems。Econometrica,50,1559-1571。  new window
9.Pollak, R. A.(1970)。Habit Formation and the Dynamic Demand Functions。Journal of Political Economy,78,745-763。  new window
10.Berndt, E. R.、Savin, N. E.(1975)。Estimation and Hypothesis Testing in Singular Equation System with Autoregressive Disturbance。Econometrica,43,937-957。  new window
11.Gallant, A. R.、Holly, A.(1980)。Statistical Information in an Implicit, Nonlinear Simultaneous Equation Model in the Context of Maximum Likelihood Estimation。Econometrica,48,697-720。  new window
12.梁啟源(1980)。臺灣民間消費性能源需求分析。臺灣經濟預測,11(2),49-69。  延伸查詢new window
13.孫智陸、王金利(1984)。臺灣地區民間消費需求函數體系之實證研究(上)。臺灣經濟金融月刊,20(2),49-58。new window  延伸查詢new window
14.Anderson, G. J.、Blundell, R. W.(1983)。Testing Restrictions in a Flexible Dynamic Demand System: an Application to Consumers' Expenditure Data in Canada。The Review of Economic Studies,50(6),397-410。  new window
研究報告
1.李皇照(1997)。需求體系動態性模式設定之研究。沒有紀錄。  延伸查詢new window
圖書
1.Pollak, R. A.、Wales, T. J.(1992)。Demand System Specification and Estimation。New York, NY:Oxford University Press。  new window
2.Theil, Henri(1971)。Principles of Econometrics。New York:John Wiley & Sons。  new window
3.Deaton, Angus S.、Muellbauer, John(1980)。Economics and Consumer Behavior。Cambridge University Press。  new window
4.Koutsoyiannis, A.(1977)。Theory of Econometrics: An Introductory Exposition of Econometric Models。Theory of Econometrics: An Introductory Exposition of Econometric Models。沒有紀錄。  new window
5.Green, R. D.、Hassan, Z. A.、Johnson, S. R.(1984)。Demand Systems Estimation: Methods and Applications。Demand Systems Estimation: Methods and Applications。沒有紀錄。  new window
 
 
 
 
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