A generalized test for perfect aggregation
DOI10.1016/0165-1765(92)90132-IzbMATH Open0769.62082MaRDI QIDQ1802082FDOQ1802082
Authors: Gary D. Thompson, Charles C. Lyon 
Publication date: 8 August 1993
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Investment Demand: An Empirical Contribution to the Aggregation Problem
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Remark on Hausman's Specification Test
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
- Alternative tests for a first-order vector autoregressive error specification
- Equivalence properties of the Hausman statistic based on a generalized inverse
Cited In (5)
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
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- On Temporal Aggregation of Linear Dynamic Models
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- A proof of the asymptotic validity of a test for perfect aggregation
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