Aggregation of Non Stationary Demand Systems.

This paper studies under which conditions a cross-section regression yields unbiased estimates of the parameters of an individual dynamic model with fixed effects and individual-specific responses to macro shocks.

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Year of publication:	1996
Authors:	Adda, J. ; Robin, J.M.
Subject:	DEMAND \| REGRESSION ANALYSIS \| EVALUATION

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Type of publication:	Book / Working Paper
Notes:	45 pages
Classification:	C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; D12 - Consumer Economics: Empirical Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641176