I came across this error when trying to upgrade from El Capitan to Sierra (setting up a very specific dev environment). Method 1 resolved my issue.
Method 1 (dual authentication issue)
Download something from the app store (a small app) and authenticate.
Try downloading the larger app/OS file now.
Method 2 (date issue)
Command + R at Mac startup to enter Recovery Mode
Utilities > Terminal
date mmddHHMMyy (Pacific Time)
csrutil enable
csrutil clear
Reboot and try downloading the larger app/OS file now.
Method 3 (privilege issue)
Change permission for the Users Shared folder
sudo -s
cd /Users
ls -al
rm Shared
mkdir Shared
chown root Shared
chgrp staff Shared
chmod 775 Shared
Try downloading the larger app/OS file now.
tags: MrNetTek