Restrictions on autogressive error processes in systems of demand equations

Mark G. Brown

No 52736, Research papers from Florida Department of Citrus

Abstract: Alternative theoretically based restrictions on autoregressive error processes in systems of demand equations are examined. Scaling, translation, and a utility-based approach suggested by Theil are used to generate restrictions. A study of juice demands suggests that the restrictions examined may be useful for empirical analysis.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Pages: 24
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:ags:fdcrrp:52736

DOI: 10.22004/ag.econ.52736

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