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	Provedor de dados AgEcon (1) Autor Anderson, John D. (1) Brorsen, B. Wade (1) Harri, Ardian (1) Muhammad, Andrew (1) Palavra-chave Agribusiness (1) Autocorrelation (1) C13 (1) Demand and Price Analysis (1) Demand system (1) Financial Economics (1) Monte Carlo (1) Overlapping data (1) Q11 (1) Q13 (1) Research Methods/ Statistical Methods (1) Seasonal differences (1) Mais... Tipo do documento Journal Article (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Estimating a Demand System with Seasonally Differenced Data AgEcon Harri, Ardian; Brorsen, B. Wade; Muhammad, Andrew; Anderson, John D.. Several recent papers have used annual changes and monthly data to estimate demand systems. Such use of overlapping data introduces a moving average error term. This paper shows how to obtain consistent and asymptotically efficient estimates of a demand system using seasonally differenced data. Monte Carlo simulations and an empirical application to the estimation of the U.S. meat demand are used to compare the proposed estimator with alternative estimators. Once the correct estimator is used, there is no advantage to using overlapping data in estimating a demand system. Tipo: Journal Article Palavras-chave: Autocorrelation; Demand system; Monte Carlo; Overlapping data; Seasonal differences; Agribusiness; Demand and Price Analysis; Financial Economics; Research Methods/ Statistical Methods; C13; Q11; Q13. Ano: 2010 URL: http://purl.umn.edu/90679 Registros recuperados: 1 Primeira ... 1 ... Última

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