Aggregation, Structural Change, and Cross-Section Estimation

DOI10.2307/2288491zbMATH Open0628.62106OpenAlexW3123037615MaRDI QIDQ3765097FDOQ3765097

Authors: Thomas M. Stoker 

Publication date: 1985

Full work available at URL: http://hdl.handle.net/1721.1/2059

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zbMATH Keywords

maximum likelihood estimationexponential familyconditional densityordinary least squares regressioncross-section datadistribution effectmarginal effects of structural parameter change on aggregate variables

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20)

Cited In (6)

• Implications of seeing economic variables through an aggregation window
• Aggregate comparative statics
• The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone
• Aggregation, rank, and some historical Engel curves
• Estimation of common factors under cross-sectional and temporal aggregation constraints
• Aggregation, Efficiency, and Cross-Section Regression

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