Browsing Discussion Papers by Subject "Non-Stationarity"
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Testing for long-run homogeneity in the linear almost ideal demand system : an application on Norwegian quarterly data for non-durables
(Discussion Papers;No. 289, Working paper, 2000)Abstract: We consider testing for long-run homogeneity within a dynamic consumer demand system allowing for non-stationarities. The static long-run solution is assumed to follow the Linear Almost Ideal Demand System and ...