Chapter 8 Import Demand Estimation with Country and Product Effects: Application of Multi-Way Unbalanced Panel Data Models to Lebanese Imports

Boumahdi, Rachid; Chaaban, Jad; Thomas, Alban

doi:10.1016/s0573-8555(06)74008-1

Cited by 8 publications

(6 citation statements)

References 18 publications

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“…To check for the validity of assumptions made on the structure of the three-way ECM, the Lagrange Multiplier (LM) test statistic based on components of the loglikelihood evaluated at parameters estimates is applied (Boumahdi et al, 2004). The loglikelihood function under normality of the disturbances is:…”

Section: A2 the Lagrange Multiplier Testmentioning

confidence: 99%

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Retailers’ strategies and food price dynamics: Evidence from dairy scanner data

et al. 2018

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Section: A2 the Lagrange Multiplier Testmentioning

confidence: 99%

“…is the variance of the OLS residuals 𝐀 𝑂𝑂𝑂 . Then the restricted score vector is computed as: .11) and the information matrix is: (Boumahdi et al, 2004).…”

Section: A2 the Lagrange Multiplier Testmentioning

confidence: 99%

Retailers’ strategies and food price dynamics: Evidence from dairy scanner data

et al. 2018

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“…1 Among the recent empirical applications, Boumahdi et al (2004) estimate the Lebanon import demand elasticities using a three-way ECM-nested and non-nested-in which product, country and time effects are introduced.…”

Section: Single-equation Two-way Ecm For Unbalanced Panelsmentioning

confidence: 99%

A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

Platoni

Sckokai

Moro

2012

Econometric Reviews

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This article considers the two-way error components model (ECM) estimation of seemingly unrelated regressions (SUR) on unbalanced panel by generalized least squares (GLS). As suggested by Biørn (2004) for the one-way case, in order to use the standard results for the balanced case the individuals are arranged in groups according to the number of times they are observed. Thus, the GLS estimator can be interpreted as a matrix weighted average of the group specific GLS estimators with weights equal to the inverse of their respective covariance matrices.

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“…In several cases, the use of restricted source differentiated AIDS (RSDAIDS) specification to estimate the import demand has been reviewed. A number of studies have used the restricted source differentiated AIDS (RSDAIDS) specification to estimate of import demand, including those conducted by Boumahdi et al (2004), Henneberry and Seong-huyk (2007), Mekonnen et al (2011), Thanagopal andFelix (2014), Cheng et al (2015), Capitello et al (2015), Gómez et al (2015) and Sun and Niquidet (2017).…”

Section: Introductionmentioning

confidence: 99%

Meat demand model in Iran: a restricted source-differentiated almost ideal demand system approach

Pourmokhtar

Moghaddasi

Nejad

et al. 2018

EJEM

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The gradual disappearance of pastures due to overgrazing of cattle, high cost of meat (red and poultry) and gradual increasing domestic demand, so far, meat imports in Iran have been inevitable to meet domestic needs. In this article, the authors have used RSDAIDS model, the economic factors (meat prices and costs) and non-economic factors (prevalence of diseases) affecting the demand for meat (beef and poultry) during the years 2002-16 have been investigated. The results of this study shed light on Iran consumer preferences with regard to imported meat. This is the first study that analyzes the Iran meat demand differentiated by source. In this study, it was observed that Brazil, United Arab Emirates, Ireland and Turkey were the most gainer from an increase in the size of the imported meat market of Iran. Also, these countries had a competitive advantage compared with other export sources.

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Chapter 8 Import Demand Estimation with Country and Product Effects: Application of Multi-Way Unbalanced Panel Data Models to Lebanese Imports

Cited by 8 publications

References 18 publications

Retailers’ strategies and food price dynamics: Evidence from dairy scanner data

Retailers’ strategies and food price dynamics: Evidence from dairy scanner data

A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

Meat demand model in Iran: a restricted source-differentiated almost ideal demand system approach

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