A Relatively Large Monthly Model of Demand and Taste Change in JapanResearch School of Pacific Studies, Australian National University, 1983 - Commercial products - 55 pages |
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algorithm Australian National University autoregressive process B₁ backcast budget shares Cake Candy Fruit 1963 Cereals Fish Fish Condi Constrained Rotterdam estimates CONSUMER PRICE INDEX CONSUMPTION EXPENDITURE CURRENT dried vegetables Econometrica equation EXPENDITURE CURRENT PRICES expenditure series first-order conditions Fish Fish Meat Fuel Clothes Effects Gas Fuel Clothes HOUSEHOLD CONSUMPTION EXPENDITURE Household Expenditure Survey income elasticities INDEX 1975 BASE ion ery Recr likelihood-ratio likelihood-ratio test Lyapunov Equation matrix Meals Furni mean square error ments Candy Fruit Milk Fresh Dried missing data missing values multicollinearity orthogonal polynomials own-price and expenditure parameters polynomial order PRICE INDEX 1975 price series Private Transport procedure QR algorithm Rent Repairs Water Repairs Water ture residual variance Rotterdam model sample series with missing standard errors Statistics stochastic component symmetric taste change Theil tion ery Tobacco Misc Transp ture Gas Fuel unconstrained estimates URBAN AREAS continued variables Water ture Gas