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Aggregation, Efficiency, and Cross-Section Regression - MaRDI portal

Aggregation, Efficiency, and Cross-Section Regression (Q3706389)

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Aggregation, Efficiency, and Cross-Section Regression
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    Aggregation, Efficiency, and Cross-Section Regression (English)
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    1986
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    efficiency
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    consistent estimation of macroeconomic effects
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    cross-section data
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    linear instrumental variables coefficients
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    distribution movement
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    biases
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    OLS coefficients
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    nonparametric macroeconomic interpretation
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    standard regression decomposition statistics
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    nonlinearities in aggregation
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