A generalized test for perfect aggregation

DOI10.1016/0165-1765(92)90132-IMaRDI QIDQ1802082zbMATH OpenFDO

Authors Gary D. Thompson, Charles C. Lyon

Publication date 8 August 1993

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

time serieslinear modelsgeneralized inversesserially correlated error termsgeneralized test of perfect aggregation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• 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
• A proof of the asymptotic validity of a test for perfect aggregation
• 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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