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英文文献：Semiparametric Estimation of Consumer Demand Systems with Micro Data-基于微观数据的消费者需求系统的半参数估计
英文文献作者：Sam, Abdoul G.,Zheng, Yi
英文文献摘要：
This article proposes a semiparametric two-step procedure for estimating a censored consumer demand system with micro data. The semiparametric estimator considered in the first step is suggested by Klein and Spady (1993). This estimator, used as a counterpart of the probit estimator in a conventional two-step model, does not make any distributional assumptions about the disturbances and so is exempt from model misspecification and plausible heteroscedasticity. In the second step, we motivate the choice of the Almost Ideal Demand System (AIDS) as an economic representation of consumers' demand behavior. Implementing our proposed semiparametric two-step procedure as well as Shonkwiler and Yen (1999)'s two-step model to a household meat consumption dataset from China generates the price and expenditure elasticities of demand. We also conducted the Horrowitz and Hardle (1994)'s specification test to our data and reject the null.
本文提出一种半参数两步法，用于估计截尾消费者需求系统的微观数据。第一步中考虑的半参数估计是由Klein和Spady(1993)提出的。这个估计器，作为传统两步模型中的probit估计器的一个对应物，对扰动不做任何分布假设，因此免除了模型的错误描述和似是而非的异方差。在第二步，我们激励选择几乎理想的需求系统(AIDS)作为一个经济表征的消费者的需求行为。将我们提出的半参数两步法以及Shonkwiler和Yen(1999)的两步法模型应用到来自中国的家庭肉类消费数据集上，可以得到需求的价格弹性和支出弹性。我们还对我们的数据进行了Horrowitz和Hardle(1994)的规格测试，并拒绝了null。
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