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.
Year of publication: |
1984
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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
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Publisher: |
Elsevier |
Keywords: | aggregation asymptotic standard errors equation systems maximum likelihood estimation |
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