A generalized test for perfect aggregation

Gary D. Thompson; Charles C. Lyon

doi:10.1016/0165-1765(92)90132-I

A generalized test for perfect aggregation

Gary D. Thompson, Charles C. Lyon

Agricultural and Resource Economics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

A generalized test of perfect aggregation is developed which accomodates two important cases: (i) the case in which the full rank conditions of the hypothesis test are not satisfied and (ii) the case in which linear models estimated with time series data display serially correlated error terms.

Original language	English (US)
Pages (from-to)	389-396
Number of pages	8
Journal	Economics Letters
Volume	40
Issue number	4
DOIs	https://doi.org/10.1016/0165-1765(92)90132-I
State	Published - Dec 1992

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/0165-1765(92)90132-I

Cite this

@article{b8ed54645bce4671a070fb5fedc53a4c,

title = "A generalized test for perfect aggregation",

abstract = "A generalized test of perfect aggregation is developed which accomodates two important cases: (i) the case in which the full rank conditions of the hypothesis test are not satisfied and (ii) the case in which linear models estimated with time series data display serially correlated error terms.",

author = "Thompson, {Gary D.} and Lyon, {Charles C.}",

year = "1992",

month = dec,

doi = "10.1016/0165-1765(92)90132-I",

language = "English (US)",

volume = "40",

pages = "389--396",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - A generalized test for perfect aggregation

AU - Thompson, Gary D.

AU - Lyon, Charles C.

PY - 1992/12

Y1 - 1992/12

N2 - A generalized test of perfect aggregation is developed which accomodates two important cases: (i) the case in which the full rank conditions of the hypothesis test are not satisfied and (ii) the case in which linear models estimated with time series data display serially correlated error terms.

AB - A generalized test of perfect aggregation is developed which accomodates two important cases: (i) the case in which the full rank conditions of the hypothesis test are not satisfied and (ii) the case in which linear models estimated with time series data display serially correlated error terms.

UR - http://www.scopus.com/inward/record.url?scp=38249007823&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=38249007823&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(92)90132-I

DO - 10.1016/0165-1765(92)90132-I

M3 - Article

SN - 0165-1765

VL - 40

SP - 389

EP - 396

JO - Economics Letters

JF - Economics Letters

IS - 4

ER -

A generalized test for perfect aggregation

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this