Distribution of elasticity estimates computed from factor demand systems

Distribution of elasticity estimates computed from factor demand systems

64 páginas

Detalles Bibliográficos
Autores principales: Instituto Interamericano de Cooperación para la Agricultura (IICA), Gallant, Ronald A.
Formato: Consultoría
Lenguaje:Inglés
Publicado: IICA 2020
Materias:
Ecometría
Demanda
Representación Brasil
Acceso en línea:https://repositorio.iica.int/handle/11324/10948
id RepoIICA10948
record_format dspace
spelling RepoIICA109482020-07-22T21:58:33Z Distribution of elasticity estimates computed from factor demand systems Instituto Interamericano de Cooperación para la Agricultura (IICA) Gallant, Ronald A. Ecometría Demanda Representación Brasil 64 páginas Sequences defining a relationship between the number of parameters in a Fourier factor demand systems and the sample size such that elasticity estimates are asymptotically normal are characterized. The main technical problem in achieving this characterization is caused by the fact that the minimum eigenvalue of the expected sum of squares and cross products matrix of the generalized least squares estimator, considered as a function of the number of parameters, decreases faster than any polynomial. This problem is addressed by establishing a uniform strong law with rate for the eigenvalues of the sample sum of squares and cross products matrix. Because the minimum eingenvalue decreases faster than any polynomial, these sequences that relate parameters to sample size grow slower than any fractional power of the sample size. 2020-07-22T20:10:46Z 2020-07-22T20:10:46Z 1989-08 Consultoría 0534-0591 https://repositorio.iica.int/handle/11324/10948 en application/pdf IICA
institution Instituto Interamericano de Cooperación para la Agricultura
collection Repositorio IICA
language Inglés
topic Ecometría
Demanda
Representación Brasil
spellingShingle Ecometría
Demanda
Representación Brasil
Instituto Interamericano de Cooperación para la Agricultura (IICA)
Gallant, Ronald A.
Distribution of elasticity estimates computed from factor demand systems
description 64 páginas
format Consultoría
author Instituto Interamericano de Cooperación para la Agricultura (IICA)
Gallant, Ronald A.
author_facet Instituto Interamericano de Cooperación para la Agricultura (IICA)
Gallant, Ronald A.
author_sort Instituto Interamericano de Cooperación para la Agricultura (IICA)
title Distribution of elasticity estimates computed from factor demand systems
title_short Distribution of elasticity estimates computed from factor demand systems
title_full Distribution of elasticity estimates computed from factor demand systems
title_fullStr Distribution of elasticity estimates computed from factor demand systems
title_full_unstemmed Distribution of elasticity estimates computed from factor demand systems
title_sort distribution of elasticity estimates computed from factor demand systems
publisher IICA
publishDate 2020
url https://repositorio.iica.int/handle/11324/10948
work_keys_str_mv AT institutointeramericanodecooperacionparalaagriculturaiica distributionofelasticityestimatescomputedfromfactordemandsystems
AT gallantronalda distributionofelasticityestimatescomputedfromfactordemandsystems
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