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Autocorrélation spatiale et modèle de demande traitant des valeurs unitaires

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  • Agénor Lahatte

Abstract

[eng] We discuss the quantity and quality model proposed by Deaton (1987, 1988, 1990) for analyzing household demand from unit value data, with spatial structures of agents’ decisions. A combination of Deaton’s methodology (1987, 1988, 1990) and Kelejian and Prucha’s procedure (1999) provides a method for estimating the spatial versions of Crawford, Laisney and Preston’s model (2003). However , this approach is problematic for identifying spatial parameters and requires spatial matrices with special structures. We conclude with a Monte Carlo study to illustrate the difficulties in estimating spatial autoregressions. [fre] L’article présente une extension des méthodes développées par Deaton (1987, 1988, 1990) et Crawford, Laisney et Preston (2003) pour l’analyse de demande des ménages à partir de données de valeur unitaire. Il combine la modélisation du choix de quantité et de qualité de biens de consommation et le traitement du problème de dépendance spatiale dans les processus économiques. Une adaptation de la méthodologie de Deaton (1987, 1988, 1990) et de la procédure de Kelejian et Prucha (1999) fournit une méthode d’estimation pour les versions spatiales du modèle de Crawford et alii (2003). Quelques difficultés d’estimation relatives à cette démarche sont soulignées, en particulier un problème d’identification des paramètres spatiaux. Et une étude de Monte Carlo illustre le cas autorégressif spatial.

Suggested Citation

  • Agénor Lahatte, 2010. "Autocorrélation spatiale et modèle de demande traitant des valeurs unitaires," Économie et Prévision, Programme National Persée, vol. 193(2), pages 101-117.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_2010_num_193_2_8037
    DOI: 10.3406/ecop.2010.8037
    Note: DOI:10.3406/ecop.2010.8037
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    References listed on IDEAS

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    1. Ian Preston & Ian Crawford & Francois Laisney, 1996. "Estimation of household demand systems using unit value data," IFS Working Papers W96/16, Institute for Fiscal Studies.
    2. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
    3. Deaton, Angus, 1987. "Estimation of own- and cross-price elasticities from household survey data," Journal of Econometrics, Elsevier, vol. 36(1-2), pages 7-30.
    4. Pitt, Mark M, 1983. "Food Preferences and Nutrition in Rural Bangladesh," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 105-114, February.
    5. Angus Deaton, 1991. "Price Elasticities from Survey Data: Extensions and Indonesian Results," International Economic Association Series, in: Marc Nerlove (ed.), Issues in Contemporary Economics, chapter 10, pages 253-283, Palgrave Macmillan.
    6. Lahatte, Agenor & Miquel, Ruth & Laisney, Francois & Preston, Ian, 1998. "Demand systems with unit values:: A comparison of two specifications," Economics Letters, Elsevier, vol. 58(3), pages 281-290, March.
    7. Lahatte, Agenor, 2003. "Restrictions on the autoregressive parameters of share systems with spatial dependence," Economics Letters, Elsevier, vol. 78(2), pages 225-229, February.
    8. Deaton, A. & Grimard, F., 1992. "Demand Analysis and Tax Reform in Pakistan," Papers 85, World Bank - Living Standards Measurement.
    9. Case, Anne C, 1991. "Spatial Patterns in Household Demand," Econometrica, Econometric Society, vol. 59(4), pages 953-965, July.
    10. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-326, June.
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