Parsimonious autocorrelation corrections for singular demand systems

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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.

Original languageEnglish
Pages (from-to)115-121
Number of pages7
JournalEconomics Letters
Issue number2
Publication statusPublished - Nov 1996


  • Autoregressive errors
  • Demand systems
  • Singular systems

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