Aggregation and the estimation of equation systems

Lennart Flood, Mercedes C. Rosalsky and Henri Theil

Statistics & Probability Letters, 1984, vol. 2, issue 4, 187-191

Abstract: 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.

Keywords: aggregation; asymptotic; standard; errors; equation; systems; maximum; likelihood; estimation (search for similar items in EconPapers)
Date: 1984
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