Errors-in-variables in demand systems

DOI10.1016/0304-4076(84)90021-6zbMATH Open0555.62097OpenAlexW2018847012MaRDI QIDQ760749FDOQ760749

Authors: David C. Stapleton 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90021-6

Recommendations

• Estimation and testing when explanatory variables are endogenous. An application to a demand system
• Errors in Variables and the Individual Structural Equation
• ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
• Identification and estimation of polynomial errors-in-variables models
• Nonparametric errors in variables models with measurement errors on both sides of the equation

zbMATH Keywords

errors-in-variablesdemand systemssymmetry conditionsestimation of identified modelsidentification rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Elimination Matrix: Some Lemmas and Applications
• Identification of simultaneous equation models with measurement error
• Estimation of Simultaneous Equation Models with Measurement Error
• Spectral Analysis of Seasonal Adjustment Procedures

Cited In (11)

• Incorporating demand shifters in the Almost Ideal demand system
• The dynamic factor demand model revisited: the identification problem remains
• Errors in Variables and the Individual Structural Equation
• A neural network demand system with heteroskedastic errors
• Individual Effects in a System of Demand Functions
• Quality, measurement errors, and profit function estimation: using a clustered sample
• Regressor dimension reduction with economic constraints: the example of demand systems with many goods
• The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
• Potential biases in substitution estimates and violations of regularity conditions
• Estimation and testing when explanatory variables are endogenous. An application to a demand system
• A variant on the argument for the invariance of estimators in a singular system of equations

This page was built for publication: Errors-in-variables in demand systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760749)