Stochastic specification and the estimation of share equations

DOI10.1016/0304-4076(79)90089-7zbMath0414.62083MaRDI QIDQ599473

Alan D. Woodland

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90089-7

zbMATH Keywords

Dirichlet distribution; comparison of stochastic specifications; constant covariance matrix; estimation of share equations; joint normal distribution

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

91B82: Statistical methods; economic indices and measures

Related Items

Stochastic specification and the estimation of share equations, On the nonnegativity of \(XX^+\) and its relevance in econometrics, The stochastic specification of demand share equations: Restricting budget shares to the unit simplex, Stochastic specification in random production models of cost-minimizing firms, TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES, Share equations in econometrics: A story of repression, trustration and dead ends

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