Parsimonious autocorrelation corrections for singular demand systems

Economics Letters

Volumn 53, Issue 2, 1996, Pages 115-121

  McLaren, Keith R ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Autoregressive errors; Demand systems; Singular systems

Indexed keywords

EID: 0030273859     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(96)00915-9     Document Type: Article

References (9)

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4. Chavas, J.-P. and K. Segerson, 1986, Singularity and autoregressive disturbances in linear logit models, Journal of Business and Economic Statistics 4 (2), 161-169.
5. Considine, T.J. and T.D. Mount, 1984, The use of linear logit models for dynamic input demand systems, Review of Economics and Statistics 66, 434-443.
6. Fry. J.M., T.R.L. Fry and K.R. McLaren, 1996, The stochastic specification of demand share equations: restricting budget shares to the unit simplex, Journal of Econometrics, in press.
7. McLaren, K.R., 1990, A variant on the arguments for the invariance of estimators in a singular system of equations, Econometric Reviews 9 (1), 91-102.
8. Moschini, G. and D. Moro, 1994, Autocorrelation specification in singular equation systems, Economics Letters 46, 303-309.
9. Powell, A., 1969, Aitken estimators as a tool in allocating predetermined aggregates, Journal of the American Statistical Association 64, 913-922.