需求體系動態設定與限制條件檢定：台灣民間消費資料之實証

Dynamic Specifications and Testing Restrictions in a Demand System: An Empirical Evidence of Taiwan Consumption Data

本文比較需求體系模式納入動態因素的不同設定方式，並以台灣地區國民所得帳消費資料為實証樣本，驗証納入動態因素對需求理論限制式檢定結果之影響。在近似理想需求體系設定下，概似比值檢定統計量指出，本研究樣本資料最合適的需求體系設定式，應納入前一期消費量和誤差項結構為AR(1)。此外，需求理論限制式檢定結果拒絕樣本資料符合齊次性和對稱性條件。

The purposes of this paper are to analyzing alternative dynamic specifications and testing restrictions on a system of demand equations. The annual time-series consumers' consumption data in Taiwan are employed for emprical tests. Under the maintained hypothesis of almost ideal demand system(AIDS), the likelihood ratio tests suggest that AIDS incorporating past consumption and allowing for autocorrelation appear to be a more suitable specification for modeling consumer behavior. In addition, the test results show that homogenerity and symmetry conditions tend to be rejected by the data.