Statistical Aggregation Analysis Characterizing Macro Functions with Cross Section Data
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چکیده
منابع مشابه
Alfred P . Sloan School of Management
This paper investigates the use of individual cross section data to describe macro functions. Necessary and sufficient conditions (denoted AS) are found for OLS slope coefficients from a cross section to consistently estimate the first derivatives of the macro function. AS embodies both sets of aggregation assumptions known; linear aggregation and sufficient statistics , and thus represents gen...
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تاریخ انتشار 2008