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Parsimonious autocorrelation corrections for singular demand systems

McLaren, Keith Robert - In: Economics letters 53 (1996) 2, pp. 115-121

Persistent link: https://www.econbiz.de/10001216807

A variant on the arguments for the invariance of estimators in a singular system of equations

McLaren, Keith Robert - In: Econometric reviews 9 (1990) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10001094748

A simple nested test of the almost ideal demand system

McLaren, Keith Robert - In: Empirical economics : a journal of the Institute for … 20 (1995) 1, pp. 149-161

Persistent link: https://www.econbiz.de/10001182759

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

Fry, Jane M. - In: Journal of econometrics 73 (1996) 2, pp. 377-385

Persistent link: https://www.econbiz.de/10001206895

The use of adjustment cost investment models in intertemporal computable general equilibrium models

McLaren, Keith Robert - 1991

Persistent link: https://www.econbiz.de/10000826920

Specification and estimation of regular inverse demand systems : a distance function approach

Wong, K. K. Gary; McLaren, Keith Robert - In: American journal of agricultural economics 87 (2005) 4, pp. 823-834

Persistent link: https://www.econbiz.de/10003177953

Econometric specification of input demand systems implied by cost function representations

McLaren, Keith Robert; Zhao, Xueyan - 2009

Persistent link: https://www.econbiz.de/10003852043

Forecasting compositional time series : a state space approach

Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512

Persistent link: https://www.econbiz.de/10011922922

Specification and Estimation of Regular Inverse Demand Systems : A Distance Function Approach

Wong, K. K. Gary; McLaren, Keith Robert - 2010

To allow realistic policy simulations in a changing environment, inverse demand systems must remain regular over substantial variations in quantities. The distance function is a convenient vehicle for generating such systems. While its use directly yields Hicksian inverse demand functions, those...

Persistent link: https://www.econbiz.de/10014052724