Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

DOI10.1016/j.csda.2004.12.017zbMath1445.62313OpenAlexW1981694304MaRDI QIDQ959307

Mario Mazzocchi

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.12.017

zbMATH Keywords

EM algorithmtime-varying parametersalmost ideal demand systemaddiction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Semiparametric indirect utility and consumer demand ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering

Cites Work

• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• Recursive estimation in econometrics
• On the convergence properties of the EM algorithm
• Applying linear time-varying constraints to econometric models: With an application to demand systems
• Testing for the Constancy of Parameters Over Time
• A variant on the argument for the invariance of estimators in a singular system of equations

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