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A simple and efficient estimation method for a non-linear demand system |
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| Authors: | Henri Theil |
| Institution: | 1. University of Florida, Gainesville, FL 32611, USA;2. Wilfrid Laurier University, Waterloo, Ont., Canada N2L 3C5 |
| Abstract: | A least-squares-type estimation method appears to be about as efficient as maximum likelihood with a known contemporaneous covariance matrix. |
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