Aggregation, Efficiency, and Cross-Section Regression

DOI10.2307/1914164MaRDI QIDQ3706389zbMATH OpenOpenAlexFDO

Authors Thomas M. Stoker

Publication date 1986

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914164

zbMATH Keywords

biasesconsistent estimation of macroeconomic effectscross-section datadistribution movementefficiencylinear instrumental variables coefficientsnonlinearities in aggregationnonparametric macroeconomic interpretationOLS coefficientsstandard regression decomposition statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

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Cited in

(9)

• On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
• Cross-sectional aggregation of nonlinear models
• Smoothing bias in the measurement of marginal effects
• Aggregated versus disaggregated data in regression analysis: implications for inference
• Cross-efficiency aggregation in DEA models using the evidential-reasoning approach
• Aggregate comparative statics
• Aggregation, Structural Change, and Cross-Section Estimation
• Implications of seeing economic variables through an aggregation window
• Aggregation, rank, and some historical Engel curves

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