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

DOI10.2307/1913689zbMATH Open0315.62045OpenAlexW2025579466MaRDI QIDQ4076642FDOQ4076642

Authors: 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

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

Cited In (5)

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

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