Testing for Aggregation Bias in Linear Models

Citations

Cited by:

1. Janke, Katharina & Lee, Kevin & Propper, Carol & Shields, Kalvinder & Shields, Michael A., 2020. "Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity," IZA Discussion Papers 13091, Institute of Labor Economics (IZA).
   • Propper, Carol & Janke, Katharina & Lee, Kevin & Shields, Kalvinder & Shields, Michael A, 2020. "Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity," CEPR Discussion Papers 14507, C.E.P.R. Discussion Papers.
2. Branimir Jovanovic, 2013. "Aggregation Bias in Trade Elasticities: The Case of Macedonia," FIW Working Paper series 106, FIW.
3. Shumway, C. Richard & Davis, George C., 2001. "Does consistent aggregation really matter?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(2), pages 1-34.
   • Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," Ag Econ Series 12966, Washington State University, School of Economic Sciences.
   • Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 171924, Australian Agricultural and Resource Economics Society.
4. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October.
5. Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2017. "Minimum wage and employment: Escaping the parametric straitjacket," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-20.
   • Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2016. "Minimum wage and employment: Escaping the parametric straitjacket," Economics Discussion Papers 2016-17, Kiel Institute for the World Economy (IfW Kiel).
6. Gimeno, Ruth & Andreu, Laura & Sarto, José Luis, 2022. "Fund trading divergence and performance contribution," International Review of Financial Analysis, Elsevier, vol. 83(C).
7. Kevin Mongeon, 2015. "A Market Test for Ethnic Discrimination in the National Hockey League," Journal of Sports Economics, , vol. 16(5), pages 460-481, June.
8. Wu, JunJie & Adams, Richard M., 2002. "Micro Versus Macro Acreage Response Models: Does Site-Specific Information Matter?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-21, July.
9. Janke, Katharina & Lee, Kevin & Propper, Carol & Shields, Kalvinder & Shields, Michael A., 2023. "Economic conditions and health: Local effects, national effect and local area heterogeneity," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 801-828.
10. Franz Hahn, 2004. "Long-run homogeneity of labour demand. Panel evidence from OECD countries," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1199-1203.
    • Franz R. Hahn, 2003. "Long-run Homogeneity of Labour Demand. Panel Evidence from OECD Countries," WIFO Working Papers 199, WIFO.
11. Kunkler, Michael & MacDonald, Ronald, 2019. "The multilateral relationship between oil and G10 currencies," Energy Economics, Elsevier, vol. 78(C), pages 444-453.
12. Kunkler, Michael, 2021. "Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?," Global Finance Journal, Elsevier, vol. 49(C).
13. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
    • Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
14. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013. "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods," Manchester School, University of Manchester, vol. 81, pages 28-53, October.
    • Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2012. "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods," Department of Economics - Working Papers Series 1138, The University of Melbourne.
15. Giancarlo Lutero & Marco Marini, 2010. "Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 12(2-3), pages 73-96, October.
16. Zizhuo Wang & Chaolin Yang & Hongsong Yuan & Yaowu Zhang, 2021. "Aggregation Bias in Estimating Log‐Log Demand Function," Production and Operations Management, Production and Operations Management Society, vol. 30(11), pages 3906-3922, November.
17. Ortega, Eva & Osbat, Chiara, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Paper Series 241, European Central Bank.
    • Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
18. Andreas Schneider, 2019. "Deterrence Theory in Paraguay: Exploring Fraud and Violation of Trust Cases," Social Sciences, MDPI, vol. 8(1), pages 1-17, January.
19. Ari Hyytinen & Pekka Ilmakunnas & Mika Maliranta, 2016. "Olley–Pakes productivity decomposition: computation and inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(3), pages 749-761, June.
20. Kevin Lee & James Morley & Kalvinder Shields, 2015. "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 73-98, February.
    • Kevin Lee & James Morley & Kalvinder Shields, 2011. "The Meta Taylor Rule," Discussion Papers 11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    • Kevin Lee, James Morley and Kalvinder Sheields, 2011. "The Meta Taylor Rule," Department of Economics - Working Papers Series 1131, The University of Melbourne.
21. Ali Jalili, 2005. "Impacts of Aggregation on Relative Performances of Nonsurvey Updating Techniques And Intertemporal Stability of Input–Output Coefficients," Economic Change and Restructuring, Springer, vol. 38(2), pages 147-165, June.
22. Kunkler, Michael & MacDonald, Ronald, 2015. "Half-lives of currencies and aggregation bias," Economics Letters, Elsevier, vol. 135(C), pages 58-60.
23. Schneider, Andreas, 2019. "Deterrence Theory in Paraguay: Exploring Fraud and Violation of Trust Cases," MPRA Paper 102204, University Library of Munich, Germany.
24. Ghose, Devajyoti, 1995. "Linear aggregation in cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1011-1032.
25. Mikayilov, Jeyhun I. & Darandary, Abdulelah & Alyamani, Ryan & Hasanov, Fakhri J. & Alatawi, Hatem, 2020. "Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand," Energy Policy, Elsevier, vol. 146(C).
26. Lee, Kevin, 1997. "Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis," Economic Modelling, Elsevier, vol. 14(3), pages 369-394, July.
27. Surajit Deb, 2002. "The Debate on Agriculture-Industry Terms of Trade in India," Working papers 109, Centre for Development Economics, Delhi School of Economics.
28. James Jaccard, 2012. "The Reasoned Action Model," The ANNALS of the American Academy of Political and Social Science, , vol. 640(1), pages 58-80, March.
29. Bill Martin, 2009. "An Augmented UK Private Expenditure Function," Working Papers wp384, Centre for Business Research, University of Cambridge.