The paper contains a micro econometric analysis of household electricity and natural gas demand for a cross-section of 2,885 Danish households. The specification of the model is guided by an explorative nonparametric data analysis. The dependence between demand for gas and electricity is examined by testing for separability of demand for gas from demand for electricity, and vice versa. Exploiting institutional restrictions on the one hand and a minimum of individual time on the other identify the test. The tests indicate that demand for electricity and natural gas is separable from one another. This is in favour of single equation modelling of household energy demand.