A generalized test for perfect aggregation

Gary D. Thompson, Charles C. Lyon

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

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 languageEnglish (US)
Pages (from-to)389-396
Number of pages8
JournalEconomics Letters
Volume40
Issue number4
DOIs
StatePublished - Dec 1992

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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