Stochastic specification and the estimation of share equations

DOI10.1016/0304-4076(79)90089-7zbMath0414.62083OpenAlexW2007669615MaRDI QIDQ599473

Alan D. Woodland

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90089-7

zbMATH Keywords

Dirichlet distributioncomparison of stochastic specificationsconstant covariance matrixestimation of share equationsjoint normal distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Statistical methods; economic indices and measures (91B82)

Related Items (11)

Stochastic specification in random production models of cost-minimizing firms ⋮ Multivariate fractional regression estimation of econometric share models ⋮ Stochastic sensitivity analysis of concentration measures ⋮ Stochastic specification and the estimation of share equations ⋮ TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES ⋮ The stochastic specification of demand share equations: Restricting budget shares to the unit simplex ⋮ Share equations in econometrics: A story of repression, trustration and dead ends ⋮ Things that make us different: analysis of deviance with time-use data ⋮ Semiparametric quasi maximum likelihood estimation of the fractional response model ⋮ On the nonnegativity of \(XX^+\) and its relevance in econometrics ⋮ Regression Analysis of Multivariate Fractional Data

Cites Work

• Stochastic specification and the estimation of share equations
• Estimation of consumer demand systems with binding non-negativity constraints
• The translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68
• Flexible Functional Forms and Expenditure Distributions: An Application to Canadian Consumer Demand Functions
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Maximization by Quadratic Hill-Climbing
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Extended and multivariate Tukey lambda distributions
• Table for Estimating the Goodness of Fit of Empirical Distributions
• Confidence Limits for an Unknown Distribution Function
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic specification and the estimation of share equations