Décomposition d'agrégats au moyen d'indicateurs. Une méthode économétrique
Swiss Journal of Economics and Statistics (SJES), 1994, vol. 130, issue III, 539-552
In this paper, we develop a method allowing to split up an aggregate according to its homogeneous components, using statistical indicators. This problem is formulated as one of optimal linear forecast in a generalized linear regression model structured in order to explain the time path of an heterogeneous aggregate. This formulation leads to a consistent breakdown of such an aggregate enabling the measurement of the statistical estimation error of the decomposition.
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Persistent link: https://EconPapers.repec.org/RePEc:ses:arsjes:1994-iii-17
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