A neural network demand system with heteroskedastic errors.
In this paper we consider estimation of demand systems with flexible functional forms, allowing an error term with a general conditional heteroskedasticity function that depends on observed covariates, such as demographic variables. We propose a general model that can be estimated either by quasi-ma...
| Publicado en: | Journal of Econometrics Vol. 147; no. 2; pp. 359 - 372 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
December 2008
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |