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

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  • Fry, Jane M.
  • Fry, Tim R. L.
  • McLaren, Keith R.

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  • Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R., 1996. "The stochastic specification of demand share equations: Restricting budget shares to the unit simplex," Journal of Econometrics, Elsevier, vol. 73(2), pages 377-385, August.
    • Handle: RePEc:eee:econom:v:73:y:1996:i:2:p:377-385
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    References listed on IDEAS

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    1. Pollak, Robert A & Wales, Terrence J, 1969. "Estimation of the Linear Expenditure System," Econometrica, Econometric Society, vol. 37(4), pages 611-628, October.
    2. McElroy, Marjorie B, 1987. "Additive General Error Models for Production, Cost, and Derived Demand or Share Systems," Journal of Political Economy, University of Chicago Press, vol. 95(4), pages 737-757, August.
    3. R. A. Bewley, 1982. "On the Functional Form of Engel Curves: The Australian Household Expenditure Survey 1975–76," The Economic Record, The Economic Society of Australia, vol. 58(1), pages 82-91, March.
    4. Chavas, Jean-Paul & Segerson, Kathleen, 1986. "Singularity and Auotregressive Disturbances in Linear Logit Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(2), pages 161-169, April.
    5. Russel J. Cooper & Keith R. McLaren, 1992. "An Empirically Oriented Demand System with Improved Regularity Properties," Canadian Journal of Economics, Canadian Economics Association, vol. 25(3), pages 652-668, August.
    6. Brown, Bryan W & Walker, Mary Beth, 1989. "The Random Utility Hypothesis and Inference in Demand Systems," Econometrica, Econometric Society, vol. 57(4), pages 815-829, July.
    7. Woodland, A. D., 1979. "Stochastic specification and the estimation of share equations," Journal of Econometrics, Elsevier, vol. 10(3), pages 361-383, August.
    8. Bewley, R A, 1982. "The Generalised Addilog Demand System Applied to Australian Time Series and Cross-Section Data," Australian Economic Papers, Wiley Blackwell, vol. 21(38), pages 177-192, June.
    9. repec:bla:ecorec:v:58:y:1982:i:160:p:82-91 is not listed on IDEAS
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