Heteroskedasticity-Consistent Estimation of the Variance-Covariance Matrix for the Almost Ideal Demand System
收藏NBER1987-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w2401
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资源简介：
In this note I demonstrate the previously overlooked fact that if the AIDS aggregate demand model is constructed as the aggregation of individual consumer demands, then the error structure for any individual equation is necessarily heteroskedastic unless the distribution of income is constant across
提供机构：
美国国家经济研究局
创建时间：
1987-10-01
