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)|
|Number of pages||8|
|State||Published - Dec 1992|
ASJC Scopus subject areas
- Economics and Econometrics