Autocorrelation specification in singular equation systems: A further look

DOI10.1016/S0165-1765(97)00277-2zbMath0907.90067OpenAlexW2008874217WikidataQ127282563 ScholiaQ127282563MaRDI QIDQ1129144

Matthew T. Holt

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00277-2

zbMATH Keywords

rank reductionautoregressive errorssingular demand systems

Mathematics Subject Classification ID

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

Cites Work

• A normalized quadratic semiflexible functional form
• Parsimonious autocorrelation corrections for singular demand systems
• Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• Autocorrelation specification in singular equation systems

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