Cross-sectional aggregation of non-linear models

Journal of Econometrics

Volumn 95, Issue 2, 2000, Pages 285-331

  Van Garderen, Kees Jan ^a   Lee, Kevin ^b   Pesaran, M Hashem ^c,d  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF LEICESTER   (United Kingdom)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^d UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Aggregation; Log linear specifications; Model selection; Non linear models; Parametric bootstrap; Prediction; Production functions

Indexed keywords

EID: 0012202867     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00040-8     Document Type: Article

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