Serena Ng, "Testing for Homogeneity in Demand Systems when the Regressors
are Non-Stationary", Journal of Applied Econometrics, Vol. 10, No. 2,
1995, pp. 147-163.

Serena Ng
Dept. of Economics
Univ. of Montreal
CP 6128 Succ. Centre Ville
Montreal Quebec H3C 3J7

ngse@plgcn.umontreal.ca


The RATS program ng.rat

i) reads in the raw data retrieved from CITIBASE
   (e.g. to read in total consumption, gc, the rats command is
   DATA(unit=input,org=var) 46:01 91:04 gc

ii) generates the prices, budget shares and total expenditure on
    non-durables plus services

iii) stores all the variables in RATS binary format called 'aids.dat'.

Variables such as 'gc' are in current dollars, whereas variables ending
with 82 such as 'gc82' are in constant 1982 dollars, where gxxx and gxxx82
are NIPA variables as referenced by CITIBASE. 

Mnemonics for the generated variables are:

wfood -- share of food in expenditure on non-durables plus services
wcloth-- share of clothing
whouse-  share of housing
wso -  share of other services
wndo - share of other non-durables


For those who do not have RATS, the data used in the analysis are in two
ascii files for the period 1947:1 1990:4:

price.dat contains data on the 5 prices and real per capita expenditure
on non-durables plus services. The order of the variables is:
pfood      pcloth     pso      pndo      phouse    expnd

shares.dat contains data on the 5 expenditure shares:
wfood     wcloth    wso        wndo     whouse

The three files ng.rat, shares.dat, and price.dat are contained in the 
zipped file ng-data.zip.