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Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components

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  • Aigner, Dennis J
  • Goldfeld, Stephen M

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  • Aigner, Dennis J & Goldfeld, Stephen M, 1974. "Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components," Econometrica, Econometric Society, vol. 42(1), pages 113-134, January.
  • Handle: RePEc:ecm:emetrp:v:42:y:1974:i:1:p:113-34
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    Cited by:

    1. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
    2. Leon, Jorge, 2012. "A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica," MPRA Paper 44484, University Library of Munich, Germany, revised 2012.
    3. Ariel Pakes & Mark Schankerman, 1984. "An Exploration into the Determinants of Research Intensity," NBER Chapters,in: R&D, Patents, and Productivity, pages 209-232 National Bureau of Economic Research, Inc.
    4. Chen, Argon & Blue, Jakey, 2010. "Performance analysis of demand planning approaches for aggregating, forecasting and disaggregating interrelated demands," International Journal of Production Economics, Elsevier, vol. 128(2), pages 586-602, December.
    5. Giacomini, Raffaella & Granger, Clive W. J., 2004. "Aggregation of space-time processes," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
    6. Shingal, Anirudh, 2007. "Examining responsiveness of India’s trade flows to exchange rate movements," MPRA Paper 32820, University Library of Munich, Germany, revised 18 Mar 2010.
    7. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
    8. Ariel Pakes, 1979. "Aggregation Effects And Panel Data Estimation Problems: An Investigationof the R&D Intensity Decision," NBER Working Papers 0344, National Bureau of Economic Research, Inc.
    9. Eisenhauer, Joseph G., 2008. "Ethical preferences, risk aversion, and taxpayer behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(1), pages 45-63, February.
    10. Edward E. Leamer, 1982. "Optimal Aggegation of Linear Systems," UCLA Economics Working Papers 240, UCLA Department of Economics.
    11. Bernardina Algieri, 2004. "Price and Income Elasticities of Russian Exports," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 1(2), pages 175-193, December.
    12. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941.
    13. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
    14. Roy E. Welsch & Edwin Kuh, 1974. "The Variances of Regression Coefficient Estimates Using Aggregate Data," NBER Working Papers 0060, National Bureau of Economic Research, Inc.
    15. Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
    16. Giacomo Sbrana, 2007. "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 3-28, March.

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