$$
w_{it} = \alpha_i + \sum_j \gamma_{ij} \ln p_{jt}
+ \beta_i \ln \left( m_t / P_t \right) + u_{it}
$$
Given the fact that the observed budget shares always sum-up to one
$(\sum_i w_{it} = 1 \; \forall \, t)$,
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楼主: tulipsliu
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