Optimal Aggregation in Multi-Equation Prediction Models

DOI10.2307/1909323MaRDI QIDQ5734001zbMATH OpenOpenAlexFDO

Authors Walter D. Fisher

Publication date 1962

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909323

zbMATH Keywords

operations research

Cited in

(8)

• Indicator and filter attributes of monetary aggregates
• Linear restrictions, rank reduction, and biased estimation in linear regression
• Minima of vector quadratic forms with applications to statistics
• Theory and practice in optimal aggregation of linear models: application of W. D. Fisher's method to input-output models
• On a gmanova model likelihood ratio test criterion
• Optimale Aggregation von großen linearen Gleichungssystemen
• Repräsentative Informationen in linearen Systemen
• Local aggregation in a dynamic setting

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