Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1111/j.1368-423X.2006.00178.x |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/7WOS source URL
其它资讯
摘要This paper develops a new kind of aggregation model. We extend the work of Linden (1999) to allow the AR coefficient to be drawn from a polynomial density function. The polynomial density incorporates a wealth of multi-modal density functions as special cases. Given the aggregate data, we provide estimation methods for the coefficients and the order of the polynomial density. A test for the functional form of the polynomial is provided. We apply the model to the consumption data of the Ghttp://aims.cuhk.edu.hk/converis/portal/Publication/7 industrial countries and recover the individual attributes of the consumption behaviour in those countries.
着者Chong TTL
期刊名称ECONOMETRICS JOURNAL
出版年份2006
月份1
日期1
卷号9
期次1
出版社BLACKWELL PUBLISHING
页次98 - 122
国际标準期刊号1368-4221
电子国际标準期刊号1368-423X
语言英式英语
关键词aggregation; long memory; multi-modality; polynomial density
Web of Science 学科类别Business & Economics; Economics; ECONOMICS; Mathematical Methods In Social Sciences; Mathematics; Mathematics, Interdisciplinary Applications; MATHEMATICS, INTERDISCIPLINARY APPLICATIONS; Social Sciences, Mathematical Methods; SOCIAL SCIENCES, MATHEMATICAL METHODS; Statistics & Probability; STATISTICS & PROBABILITY
