Title of article
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
Author/Authors
Heather M. Anderson، نويسنده , , Farshid Vahid، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
6
From page
291
To page
296
Abstract
We analyze the effect of heteroskedasticity on log-linear aggregation, and its implications for the pooling of cross-section and aggregate time series data. An empirical analysis of food consumption, based on US family budget survey and aggregate time series data, illustrates.
Keywords
Heteroskedasticity , log-linear models , Aggregation
Journal title
Economics Letters
Serial Year
1998
Journal title
Economics Letters
Record number
434622
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