Aggregation and the estimation of equation systems

Simulations based on two sets of data are used to assess the impact of combining equations on the accuracy of parameter estimates and their asymptotic standard errors.

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Year of publication:	1984
Authors:	Flood, Lennart R. ; Rosalsky, Mercedes C. ; Theil, Henri
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 4, p. 187-191
Publisher:	Elsevier
Keywords:	aggregation asymptotic standard errors equation systems maximum likelihood estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223113