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st: Iterative local least square estimators
From
Nigussie Tefera <[email protected]>
To
[email protected]
Subject
st: Iterative local least square estimators
Date
Wed, 12 Feb 2014 11:26:58 -0600
Dear all,
I am trying to estimate dynamic almost ideal demand systems for ten food
categories using panel data survey. A couple of literature are recommending
the application of iterative local least square (ILLS) estimators. I have
also seen an article on demand response with panel data, by Sebastien
Lecocqu and Jean Marc Robin employing the same techniques. However, I
couldn't get any stata programme on which I can develop my ado or do
file(s) yet. It would be great if someone can help me out, including
Sebastien, in this regard.
With best regards
Nigussie
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