Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components

DOI10.2307/1913689zbMath0315.62045OpenAlexW2025579466MaRDI QIDQ4076642

Dennis J. Aigner, Stephen M. Goldfeld

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913689

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (5)

How much better is disaggregate data? ⋮ Aggregation of space-time processes. ⋮ Linear aggregation and errors in variables ⋮ Forecasting aggregates of independent ARIMA processes ⋮ Cross-sectional aggregation of nonlinear models

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