A Simple and Efficient Estimation Method for a Non-Linear Demand System
Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 25)
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A least-squares-type estimation method appears to be about as efficient as maximum likelihood with a known contemporaneous covariance matrix.
KeywordsEconomic Letter Budget Share Asymptotic Standard Error Alternative Estimation Method Eminent Scholar
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© Springer Science+Business Media Dordrecht 1992