Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods

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Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods

Author Info

Pesaran, M.
Pierse, R.G.
Lee, K.C.

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Abstract

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Publisher Info
Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9219.

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Length: 17 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:cam:camdae:9219

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Article
- Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994. "Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 11-21, January.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Alistair Dieppe & Thomas Warmedinger, 2007. "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series 760, European Central Bank. [Downloadable!]
Seo, Seong-Cheon & Capps, Oral, Jr., 1997. "Testing For Store-Level Differences In Factors Affecting Item Movement Of Prego And Ragu Spaghetti Sauces Using Point-Of-Sale Data," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(3), October. [Downloadable!]
Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
Other versions:
- Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series 07-06, Swiss Finance Institute. [Downloadable!]
- FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips Curves," Computing in Economics and Finance 2006 314, Society for Computational Economics.
- Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
- Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007. "Aggregating Phillips Curves," CEPR Discussion Papers 6184, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

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