Title of article
Parsimonious autocorrelation corrections for singular demand systems
Author/Authors
McLaren، نويسنده , , Keith R. ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
7
From page
115
To page
121
Abstract
Implications of the adding-up condition when estimation is in terms of additive normal errors or additive logistic normal errors is clarified. A byproduct is a parsimonious specification of the autocorrelation matrix with number of parameters equal to number of equations.
Keywords
demand systems , Singular systems , Autoregressive errors
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434204
Link To Document