Econometric Analysis of Aggregation in the Context of Linear Prediction Models

DOI10.2307/1913775MaRDI QIDQ3823707zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.econ.ucla.edu/workingpapers/wp485.pdf

zbMATH Keywords

aggregationemployment demand functionsGrundfeld-Griliches prediction criterionperfect aggregationUK economyunrestricted log- linear dynamic specifications

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• On Temporal Aggregation of Linear Dynamic Models
• USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
• Theory and practice in optimal aggregation of linear models: application of W. D. Fisher's method to input-output models
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• Implications of seeing economic variables through an aggregation window
• Effects of Scale in Spatial Interaction Models
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• If the representative agent is used, should he be believed? Aggregation, welfare and the role of microfoundations in quantitative economic policy
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• Linear aggregation in cointegrated systems
• On the use of area-wide models in the euro-zone
• A proof of the asymptotic validity of a test for perfect aggregation

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