A proof of the asymptotic validity of a test for perfect aggregation

DOI10.1016/0165-1765(89)90154-7zbMath1328.62631MaRDI QIDQ902665

M. Hashem Pesaran, R. G. Pierse

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90154-7

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

91B82: Statistical methods; economic indices and measures

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