TESTING FOR AGGREGATION BIAS IN LINEAR-MODELS

被引：38

作者：

LEE, KC

PESARAN, MH

PIERSE, RG

机构：

来源：

ECONOMIC JOURNAL | 1990年 / 100卷 / 400期

关键词：

D O I：

10.2307/2234191

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：137 / 150

页数：14

共 19 条

[1] INVESTMENT DEMAND - AN EMPIRICAL CONTRIBUTION TO THE AGGREGATION PROBLEM [J].

BOOT, JCG ;

DEWIT, GM .

INTERNATIONAL ECONOMIC REVIEW, 1960, 1 (01) :3-30

[2]

BREUSCH T, 1985, UNPUB ALTERNATIVE FO

[3]

Durbin J., 1954, REV INST INT STAT, V22, P23, DOI [10.2307/1401917, DOI 10.2307/1401917]

[4] FORMULATING WALD TESTS OF THE RESTRICTIONS IMPLIED BY THE RATIONAL-EXPECTATIONS HYPOTHESIS [J].

GREGORY, AW ;

VEALL, MR .

JOURNAL OF APPLIED ECONOMETRICS, 1987, 2 (01) :61-68

[5] FORMULATING WALD TESTS OF NONLINEAR RESTRICTIONS [J].

GREGORY, AW ;

VEALL, MR .

ECONOMETRICA, 1985, 53 (06) :1465-1468

[6] IS AGGREGATION NECESSARILY BAD [J].

GRUNFELD, Y ;

GRILICHES, Z .

REVIEW OF ECONOMICS AND STATISTICS, 1960, 42 (01) :1-13

[7]

Gupta Kanhya L., 1971, INT EC REV, V12, P293

[8] SPECIFICATION TESTS IN ECONOMETRICS [J].

HAUSMAN, JA .

ECONOMETRICA, 1978, 46 (06) :1251-1271

[9] OBTAINING ANY WALD STATISTIC YOU WANT [J].

LAFONTAINE, F ;

WHITE, KJ .

ECONOMICS LETTERS, 1986, 21 (01) :35-40

[10]

LOVELL CAK, 1973, J ECONOMETRICS, V1, P301

← 1 2 →