Temporal and Spatial Aggregation: Alternative Marketing Margin Models

Charles C. Lyon, Gary D. Thompson

Research output: Contribution to journalArticle

19 Scopus citations

Abstract

The effects of temporal and spatial data aggregation on the performance of alternative marketing margin models is assessed using monthly, quarterly, and semiannual fluid milk prices from three U.S. cities. Nonnested tests for multivariate and single equation models with serial correlation are used to choose among alternative models at each aggregation level. While model choice is affected by temporal and spatial aggregation, model choice becomes more difficult as data are temporally or spatially aggregated.

Original languageEnglish (US)
Pages (from-to)523-536
Number of pages14
JournalAmerican Journal of Agricultural Economics
Volume75
Issue number3
DOIs
StatePublished - Aug 1993

Keywords

  • C520
  • Data aggregation
  • Margin models
  • Nonnested tests
  • Q110
  • Q130

ASJC Scopus subject areas

  • Agricultural and Biological Sciences (miscellaneous)
  • Economics and Econometrics

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