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Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances

Citations

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Cited by:

  1. Muhammad, Andrew & Ngeleza, Guyslain K., 2009. "European Union preferential trade agreements with developing countries and their impact on Colombian and Kenyan carnation exports to the United Kingdom:," IFPRI discussion papers 862, International Food Policy Research Institute (IFPRI).
  2. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
  3. Andrew Muhammad & Richard L. Kilmer, 2008. "The impact of EU export subsidy reductions on U.S. dairy exports," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 557-574.
  4. Countryman Amanda M & Muhammad Andrew, 2017. "The Effects of T-TIP Market Access Reform on EU Beef Import Demand," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 15(1), pages 1-10, January.
  5. Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.
  6. Ying Wang & Hoi Ying Wong, 2017. "VIX Forecast Under Different Volatility Specifications," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(2), pages 131-148, June.
  7. Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010. "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 42(2), pages 321-335, May.
  8. Muhammad, Andrew, 2008. "Allowing for Group Effects When Estimating Import Demand for Source and Product Differentiated Goods," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6364, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  9. Washington, Andrew A. & Kilmer, Richard L., 2002. "The Derived Demand For Imported Cheese In Hong Kong," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 5(1), pages 1-12.
  10. Fisher, Gordon & McAleer, Michael & Whistler, Diana, 1979. "A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms," Queen's Institute for Economic Research Discussion Papers 275153, Queen's University - Department of Economics.
  11. Frank T. Denton & Dean C. Mountain, 2007. "Exploring the Effects of Aggregation Error in the Estimation of Consumer Demand Elasticities," Social and Economic Dimensions of an Aging Population Research Papers 226, McMaster University.
  12. Gary Wong, 2001. "Towards A More General Approach To Testing The Time Additivity Hypothesis," School of Economics and Finance Discussion Papers and Working Papers Series 098, School of Economics and Finance, Queensland University of Technology.
  13. Andrew Muhammad & S. Aaron Smith & Tun‐Hsiang Edward Yu, 2021. "COVID‐19 and cotton import demand in China," Agribusiness, John Wiley & Sons, Ltd., vol. 37(1), pages 3-24, January.
  14. Kanniainen, Juho & Lin, Binghuan & Yang, Hanxue, 2014. "Estimating and using GARCH models with VIX data for option valuation," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 200-211.
  15. Rui Wang, 2021. "Discriminating modelling approaches for Point in Time Economic Scenario Generation," Papers 2108.08818, arXiv.org.
  16. Washington, Andrew A. & Kilmer, Richard L., 2001. "The Derived Demand For Imported Cheese Into Japan By Country," 2001: International Trade in Livestock Products Symposium, January 2001, Auckland, New Zealand 14551, International Agricultural Trade Research Consortium.
  17. Gordon Fisher & Michael McAleer & Diana Whistler, 1981. "Interest Rates and Durability in the Linear Expenditure Family," Canadian Journal of Economics, Canadian Economics Association, vol. 14(2), pages 331-341, May.
  18. Toshinobu Matsuda, 2005. "Differential Demand Systems: A Further Look at Barten's Synthesis," Southern Economic Journal, John Wiley & Sons, vol. 71(3), pages 607-619, January.
  19. Cooper, Russel J. & McLaren, Keith R. & Wong, Gary K. K., 2001. "On the empirical exploitation of consumers' profit functions in static analyses," Economics Letters, Elsevier, vol. 72(2), pages 181-187, August.
  20. Andrew Muhammad, 2009. "Would African Countries Benefit from the Termination of Kenya’s Economic Partnership Agreement (EPA) with the EU? An Analysis of EU Demand for Imported Roses," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(1), pages 220-238, February.
  21. Toshinobu Matsuda, 2007. "Linearizing the inverse quadratic almost ideal demand system," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 381-396.
  22. Kilmer, Richard L. & Washington, Andrew A., 2000. "The Derived Demand For Imported Cheese In Hong Kong Differentiated By Source Country Of Production," 2000 Annual meeting, July 30-August 2, Tampa, FL 21724, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  23. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics.
  24. Toshinobu Matsuda, 2006. "A trigonometric flexible consumer demand system," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 145-162, February.
  25. Muhammad, Andrew & D’Souza, Anna & Amponsah, William, 2013. "Violence, Instability, and Trade: Evidence from Kenya’s Cut Flower Sector," World Development, Elsevier, vol. 51(C), pages 20-31.
  26. Denton, Frank T. & Mountain, Dean C., 2011. "Exploring the effects of aggregation error in the estimation of consumer demand elasticities," Economic Modelling, Elsevier, vol. 28(4), pages 1747-1755, July.
  27. Muhammad, Andrew & Ngeleza, Guyslain K., 2009. "The role of the Generalised System of Preferences (GSP) in determining carnation demand in the United Kingdom: implications for Colombian and Kenyan exports," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 48(3), pages 1-16, September.
  28. Capps, Oral, Jr., 1983. "Alternative Estimation Methods Of Nonlinear Demand Systems," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(1), pages 1-14, July.
  29. K. K. Gary Wong, 2003. "Towards a more general approach to testing the time additivity hypothesis," Applied Economics, Taylor & Francis Journals, vol. 35(16), pages 1729-1738.
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