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

DOI10.1016/S0304-4076(95)01727-5zbMATH Open0861.62081OpenAlexW2016141609WikidataQ128017446 ScholiaQ128017446MaRDI QIDQ1126486FDOQ1126486

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

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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)

Cites Work

• Title not available (Why is that?)
• The Random Utility Hypothesis and Inference in Demand Systems
• The stochastic specification of demand share equations: Restricting budget shares to the unit simplex
• Stochastic specification and the estimation of share equations

Cited In (8)

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

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