• 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