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A comparison of alternative estimators of linearly aggregated macro models
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نویسنده
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akdeniz f. ,werner h.j.
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منبع
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pakistan journal of statistics and operation research - 2012 - دوره : 8 - شماره : 3 - صفحه:557 -571
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چکیده
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This paper deals with the linear aggregation problem. for the true underlying micro relations,which explain the micro behavior of the individuals,no restrictive rank conditions are assumed. thus the analysis is presented in a framework utilizing generalized inverses of singular matrices. we investigate several estimators for certain linear transformations of the systematic part of the corresponding macro relations. homogeneity of micro parameters is discussed. best linear unbiased estimation for micro parameters is described.
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کلیدواژه
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Aggregation bias; Best linear unbiased estimator; Linear aggregation; Macro parameter; Micro parameter; Specification error
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آدرس
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department of statistics,faculty of arts and sciences,çukurova university, Turkey, department of statistics,faculty of law and economics,university of bonn,adenauerallee 24-42, Germany
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Authors
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