The estimation of complete aggregation structures

DOI10.1016/0304-4076(85)90144-7zbMath0605.62137OpenAlexW1967125965MaRDI QIDQ1083824

Thomas M. Stoker, James L. Powell

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90144-7

zbMATH Keywords

asymptotically efficientweighted least squares estimateminimum chi-squareaggregate dataconsistent and asymptotically normal estimatescontinuous and discrete demand modelsmicroeconomic model

Mathematics Subject Classification ID

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

Related Items (3)

Nonlinear errors in variables estimation of some Engel curves ⋮ A proof of the asymptotic validity of a test for perfect aggregation ⋮ Identification and estimation of polynomial errors-in-variables models

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Completeness, Distribution Restrictions, and the Form of Aggregate Functions
• The Use of Cross-Section Data to Characterize Macro Functions
• Aggregation, Income Distribution and Consumer Demand
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Robust Statistics

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