Econometric Analysis of Aggregation in the Context of Linear Prediction Models

DOI10.2307/1913775zbMath0671.62109OpenAlexW2025285192MaRDI QIDQ3823707

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Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp485.pdf

zbMATH Keywords

aggregationperfect aggregationUK economyemployment demand functionsGrundfeld-Griliches prediction criterionunrestricted log- linear dynamic specifications

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (12)

Estimating long-run relationships from dynamic heterogeneous panels ⋮ Effects of Scale in Spatial Interaction Models ⋮ A proof of the asymptotic validity of a test for perfect aggregation ⋮ Aggregation of space-time processes. ⋮ A test for spatial and temporal aggregation ⋮ Linear aggregation in cointegrated systems ⋮ Aggregation in large dynamic panels ⋮ On the use of area-wide models in the euro-zone ⋮ A generalized test for perfect aggregation ⋮ USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS ⋮ Cross-sectional aggregation of nonlinear models ⋮ If the Representative Agent is Used, Should He Be Believed? Aggregation, Welfare and the Role of Microfoundations in Quantitative Economic Policy

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