Parsimonious autocorrelation corrections for singular demand systems

Keith R. McLaren

doi:10.1016/S0165-1765(96)00915-9

Parsimonious autocorrelation corrections for singular demand systems

Keith R. McLaren

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

3 Citations (Scopus)

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.

Original language	English
Pages (from-to)	115-121
Number of pages	7
Journal	Economics Letters
Volume	53
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(96)00915-9
Publication status	Published - Nov 1996

Keywords

Autoregressive errors
Demand systems
Singular systems

Access to Document

10.1016/S0165-1765(96)00915-9

Cite this

@article{38c79656a2f74a6989b15fd41bc1399e,

title = "Parsimonious autocorrelation corrections for singular demand systems",

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 = "Autoregressive errors, Demand systems, Singular systems",

author = "McLaren, \{Keith R.\}",

year = "1996",

month = nov,

doi = "10.1016/S0165-1765(96)00915-9",

language = "English",

volume = "53",

pages = "115--121",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Parsimonious autocorrelation corrections for singular demand systems

AU - McLaren, Keith R.

PY - 1996/11

Y1 - 1996/11

N2 - 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.

AB - 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.

KW - Autoregressive errors

KW - Demand systems

KW - Singular systems

UR - https://www.scopus.com/pages/publications/0030273859

U2 - 10.1016/S0165-1765(96)00915-9

DO - 10.1016/S0165-1765(96)00915-9

M3 - Article

AN - SCOPUS:0030273859

SN - 0165-1765

VL - 53

SP - 115

EP - 121

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Parsimonious autocorrelation corrections for singular demand systems

Abstract

Keywords

Access to Document

Other files and links

Cite this