LIML estimation of import demand and export supply elasticities

C-Tier
Journal: Applied Economics
Year: 2018
Volume: 50
Issue: 17
Pages: 1910-1918

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I apply limited-information maximum likelihood (LIML) to estimate import demand and export supply elasticities for a range of eurozone countries. The results highlight inconsistencies in the parameters estimated by LIML relative to an estimator that is robust to heteroskedasticity. The nature of the structural equations reveals complications generated by the limiting behavior of the parameters that can be replicated in finite samples. The results of simulations underscore improvements in parameter estimates in a three-dimensional panel, suggesting that the problem of limiting behaviour can be overcome in larger dataset/panels.

Technical Details

RePEc Handle
repec:taf:applec:v:50:y:2018:i:17:p:1910-1918
Journal Field
General
Author Count
1
Added to Database
2026-01-25