caa a22 4500 467896224 CHVBK 20180406152805.0 cr unu---uuuuu 170328e20061101xx s 000 0 eng 10.1007/s00181-006-0067-4 doi (NATIONALLICENCE)springer-10.1007/s00181-006-0067-4 Estimating Demand Response with Panel Data [Elektronische Daten] [Sébastien Lecocq, Jean-Marc Robin] In this paper, we extend to panel data the iterated linear least squares estimator of Blundell and Robin (in J Appl Econometrics 14: 209-232 1999). It is shown to be consistent when total expenditure and regression residuals are correlated, either because of simultaneity or because of unobserved heterogeneity. We propose separate tests for these two effects. Monte Carlo experiments are then conducted and the estimator is applied to data drawn from a French Consumer Panel. Springer-Verlag, 2006 Conditional linearity nationallicence Demand analysis nationallicence Panel data nationallicence Unobserved heterogeneity nationallicence Lecocq Sébastien INRA-CORELA, 65 boulevard de Brandebourg, 94205, Ivry-sur-Seine Cedex, France aut Robin Jean-Marc EUREQUA, University of Paris I, 106-112 boulevard de l'Hôpital, 75647, Paris Cedex 13, France aut Empirical Economics Springer-Verlag 31/4(2006-11-01), 1043-1060 0377-7332 31:4<1043 2006 31 181 https://doi.org/10.1007/s00181-006-0067-4 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00181-006-0067-4 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Lecocq Sébastien INRA-CORELA, 65 boulevard de Brandebourg, 94205, Ivry-sur-Seine Cedex, France aut NATIONALLICENCE 700 1- Robin Jean-Marc EUREQUA, University of Paris I, 106-112 boulevard de l'Hôpital, 75647, Paris Cedex 13, France aut NATIONALLICENCE 773 0- Empirical Economics Springer-Verlag 31/4(2006-11-01), 1043-1060 0377-7332 31:4<1043 2006 31 181 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer