Aggregation, Structural Change, and Cross-Section Estimation

DOI10.2307/2288491MaRDI QIDQ3765097zbMATH OpenOpenAlexFDO

Authors Thomas M. Stoker

Publication date 1985

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

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)

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• Implications of seeing economic variables through an aggregation window

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