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Aggregation and the estimation of equation systems |
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| Authors: | Lennart R Flood Mercedes C Rosalsky Henri Theil |
| Institution: | University of Florida, Gainesville, FL 32611, USA |
| Abstract: | Simulations based on two sets of data are used to assess the impact of combining equations on the accuracy of parameter estimates and their asymptotic standard errors. |
| Keywords: | aggregation asymptotic standard errors equation systems maximum likelihood estimation |
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