几乎理想需求系统面板数据模型的非参数估计分析

本文探讨几乎理想需求系统的估计问题，充分考虑到各类商品价格数据的局限性和模型中各类商品消费份额的联立内生性，逐步建立一个可以得到估计的几乎理想需求系统非参数面板数据模型；给出其非参数局部线性估计方法，并将非参数估计方法应用于珠三角地区城镇居民消费支出结构的估计和分析，由此对消费支出进行弹性分析。

Nonparametric Estimation and Analysis on AIDS Panel Data Model

In this paper we study the econometric estimation for the Almost Ideal Demand System (AIDS) and present a nonparametric AIDS panel data model by starting from the data limitation of the prices and the simultaneous endogeneity of the consumption share of various goods in total expenditure. We provide a nonparametric local linear estimation approach to the panel data AIDS model and apply the method for the estimation of the consumption expenditure structures of urban inhabitants in the Pearl River delta. Also...