A generalized test for perfect aggregation

DOI10.1016/0165-1765(92)90132-IzbMath0769.62082MaRDI QIDQ1802082

Charles C. Lyon, Gary D. Thompson

Publication date: 8 August 1993

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

time serieslinear modelsgeneralized inversesserially correlated error termsgeneralized test of perfect aggregation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Equivalence properties of the Hausman statistic based on a generalized inverse
• Alternative tests for a first-order vector autoregressive error specification
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• A Remark on Hausman's Specification Test
• Econometric Analysis of Aggregation in the Context of Linear Prediction Models
• Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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