| Автор | Mclaren, Keith R. |
| Дата выпуска | 1990 |
| dc.description | Allecation models, such as consumer demand systems, typically imply a degenerate error structure. The usual approach in estimation is to delete one equation, and to appeal to the results of Barten (1969), for example, that parameter estimates are invariant to the equation deleted. However such proofs of invariance are not straightforward. This paper demonstrates that such systems are observationally equivalent to structures common in the simultaneous equations literature, for which invariance is obvious, and hence provides a more transparent demonstration of conditions for invariance. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | allocation models |
| Тема | invariance to deleted equation |
| Тема | system estimation |
| Название | A variant on the argument for the invariance of estimators in a singular system of equations |
| Тип | research-article |
| DOI | 10.1080/07474939008800179 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 9 |
| Первая страница | 91 |
| Последняя страница | 102 |
| Аффилиация | Mclaren, Keith R.; Department of Econometrics, Monash University |
| Выпуск | 1 |
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