The stochastic specification of demand share equations: Restricting budget shares to the unit simplex

DOI10.1016/S0304-4076(95)01727-5MaRDI QIDQ1126486zbMATH OpenOpenAlexWikidataFDO

Authors Jane M. Fry, Tim R. L. Fry, K. R. McLaren

Publication date 24 April 1997

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(95)01727-5

zbMATH Keywords

Dirichlet distributionmultivariate normalitysimplexcompositional data analysisadditive logistic normaldemand share equationssystems of share equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 4128217 (Why is no real title available?)
• Stochastic specification and the estimation of share equations
• The Random Utility Hypothesis and Inference in Demand Systems
• The stochastic specification of demand share equations: Restricting budget shares to the unit simplex

Cited in

(8)

• Stochastic specification and estimation of share equation systems
• Stochastic sensitivity analysis of concentration measures
• Parsimonious autocorrelation corrections for singular demand systems
• The stochastic specification of demand share equations: Restricting budget shares to the unit simplex
• Linear and nonlinear Dirichlet share equations models
• Restrictions on the autoregressive parameters of share systems with spatial dependence
• Multivariate fractional regression estimation of econometric share models
• Regression analysis of multivariate fractional data

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