Stochastic specification and estimation of share equation systems

DOI10.1016/0304-4076(87)90032-7zbMath0629.62109OpenAlexW2020657945MaRDI QIDQ1094072

Jean-Paul Chavas, Kathleen Segerson

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90032-7

zbMATH Keywords

heteroscedastic errorsadditive error termsanalysis of producer and consumer behaviorinvariance of a minimum distance estimatorrandom objective functionstochastic specification of singular share equation systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (max. 100)

Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system ⋮ Stochastic specification in random production models of cost-minimizing firms ⋮ Multivariate fractional regression estimation of econometric share models ⋮ SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form ⋮ Share equations in econometrics: A story of repression, trustration and dead ends ⋮ Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications

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