Record Details

A Comparison of Alternative Estimators of Linearly Aggregated Macro Models

Pakistan Journal of Statistics and Operation Research

View Archive Info
 
 
Field Value
 
Title A Comparison of Alternative Estimators of Linearly Aggregated Macro Models
 
Creator Akdeniz, Fikri; Department of Statistics
Faculty of Arts and Sciences
Çukurova University, Adana, Turkey
Werner, Hans Joachim; Department of Statistics
Faculty of Law & Economics
University of Bonn, Adenauerallee 24-42
D-53113 Bonn, Germany
 
Subject Statistics
Aggregation bias, Best linear unbiased estimator, Linear aggregation, Macro parameter, Micro parameter, Specification error.
62J05; JEL: C13
 
Description This paper deals with the linear aggregation problem. For the true underlying micro relations, which explain the micro behavior of the individuals, no restrictive rank conditions are assumed. Thus the analysis is presented in a framework utilizing generalized inverses of singular matrices. We investigate several estimators for certain linear transformations of the systematic part of the corresponding macro relations. Homogeneity of micro parameters is discussed. Best linear unbiased estimation for micro parameters is described.
 
Publisher College of Statistical and Actuarial Sciences
 
Contributor
 
Date 2012-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/527
10.18187/pjsor.v8i3.527
 
Source Pakistan Journal of Statistics and Operation Research; Vol 8. No. 3, 2012; 557-571
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/527/259