A generalized test for perfect aggregation
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Publication:1802082
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- A Remark on Hausman's Specification Test
- Alternative tests for a first-order vector autoregressive error specification
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- Equivalence properties of the Hausman statistic based on a generalized inverse
- Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
- Investment Demand: An Empirical Contribution to the Aggregation Problem
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Cited in
(5)- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
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- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
- On Temporal Aggregation of Linear Dynamic Models
- scientific article; zbMATH DE number 3992748 (Why is no real title available?)
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