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
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
Journal title :
Economics Letters