Parsimonious autocorrelation corrections for singular demand systems

DOI10.1016/S0165-1765(96)00915-9zbMath0896.90058MaRDI QIDQ1392149

Keith R. McLaren

Publication date: 23 July 1998

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

zbMATH Keywords

singular systemsdemand systemsautoregressive errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Autocorrelation specification in singular equation systems: A further look

Cites Work

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• The stochastic specification of demand share equations: Restricting budget shares to the unit simplex
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• A variant on the argument for the invariance of estimators in a singular system of equations
• Autocorrelation specification in singular equation systems

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