A GENERALIZED TEST FOR PERFECT AGGREGATION

Authors
THOMPSON GD LYON CC
Citation
Gd. Thompson et Cc. Lyon, A GENERALIZED TEST FOR PERFECT AGGREGATION, Economics letters, 40(4), 1992, pp. 389-396
Citations number
16
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
4
Year of publication
1992
Pages
389 - 396
Database
ISI
SICI code
0165-1765(1992)40:4<389:AGTFPA>2.0.ZU;2-M
Abstract
A generalized test of perfect aggregation is developed which accommoda tes two important cases: (i) the case in which the full rank condition s of the hypothesis test are not satisfied and (ii) the case in which linear models estimated with time series data display serially correla ted error terms.