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 series; linear models; generalized inverses; serially correlated error terms; generalized test of perfect aggregation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

Cites Work

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