{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,5]],"date-time":"2025-10-05T04:30:40Z","timestamp":1759638640164,"version":"3.33.0"},"reference-count":29,"publisher":"Wiley","issue":"7","license":[{"start":{"date-parts":[[2007,12,21]],"date-time":"2007-12-21T00:00:00Z","timestamp":1198195200000},"content-version":"vor","delay-in-days":20,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2007,12]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>This paper considers finite sample motivated inference methods in dynamic energy demand models, in which case commonly used econometric methods remain asymptotic. We focus on structural stability, and on exact confidence set estimation of elasticities. We account for intractable and nuisance parameter dependant distributions through Monte Carlo test procedures. For long\u2010run elasticities which depend on parameter ratios, we assess available asymptotic and exact methods with Fieller based alternatives. Fieller based and exact methods invert approximate and exact relevant test criteria (respectively) and may lead to unbounded set estimates. Our empirical results underscore the importance of using identification\u2010robust inference methods. Copyright \u00a9 2007 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.996","type":"journal-article","created":{"date-parts":[[2007,12,21]],"date-time":"2007-12-21T13:48:00Z","timestamp":1198244880000},"page":"1211-1226","source":"Crossref","is-referenced-by-count":12,"title":["Finite sample inference methods for dynamic energy demand models"],"prefix":"10.1002","volume":"22","author":[{"given":"Jean\u2010Thomas","family":"Bernard","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Nadhem","family":"Idoudi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Lynda","family":"Khalaf","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Cl\u00e9ment","family":"Y\u00e9lou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2007,12,21]]},"reference":[{"key":"e_1_2_8_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/0140-9883(94)00003-Y"},{"key":"e_1_2_8_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2007.02.004"},{"volume-title":"Analyzing Demand Behavior: A Study of Energy Elasticities","year":"1981","author":"Bohi DR","key":"e_1_2_8_4_1"},{"key":"e_1_2_8_5_1","doi-asserted-by":"publisher","DOI":"10.1146\/annurev.eg.09.110184.000541"},{"key":"e_1_2_8_6_1","article-title":"Identification robust confidence sets methods for inference on parameter ratios with application to discrete choice models","author":"Bolduc D","year":"2007","journal-title":"Journal of Econometrics"},{"key":"e_1_2_8_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912558"},{"key":"e_1_2_8_8_1","unstructured":"DufourJ\u2010M.1995.Monte Carlo tests with nuisance parameters: A general approach to finite\u2010sample inference and nonstandard asymptotics in econometrics Technical report C.R.D.E. 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