Cross-sectional aggregation of non-linear models

By Kees Jan van Garderen, Kevin Lee, M. Pesaran. 2000

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/6bc0c57013d795e0e1db6ce2bd098182017d254c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Carlo Fezzi
2. Ian J. Bateman

Citations in the corpus

• Forecasting Euro Area Inflation: Does Aggregating Forecasts by Hicp Component Improve Forecast Accuracy? (2003, unknown): “10For an extension allowing for time varying weights, see e.g. Lewbel (1992) and Van Garderen, Lee & Pesaran (2000). sumed to be perfectly specified, aggregation is not necessarily bad since the specification error might be higher than the aggregation error.”
• The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farmland Values (2013, background): “In fact, even under very stringent conditions, recovering the farm-level parameters using a county-level regression would require the inclusion of squares and cross-products of the explanatory variables and very complex functional forms (Van Garderen et al. [2000] provide a few examples).”