Cross-sectional aggregation of nonlinear models

DOI10.1016/S0304-4076(99)00040-8zbMath0968.62087OpenAlexW1966900675MaRDI QIDQ1574218

Kees Jan van Garderen, M. Hashem Pesaran, K. C. Lee

Publication date: 17 September 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00040-8

zbMATH Keywords

predictionaggregationmodel selectionparametric bootstrapproduction functionslog-linear specifications

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (6)

Forecasting Levels in Loglinear Unit Root Models ⋮ Two dimensional aggregation procedure: An alternative to the matrix algebraic algorithm ⋮ Estimates based on preliminary data from a specific subsample and from respondents not included in the subsample ⋮ Aggregation in large dynamic panels ⋮ The polynomial aggregated AR(1) model* ⋮ Forecasting Composite Indicators with Anticipated Information: An Application to the Industrial Production Index

Uses Software

• Microfit
• bootstrap

Cites Work

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• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions
• Community Preference Fields
• A Contribution to the Empirics of Economic Growth

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