On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Heather M. Anderson; Farshid Vahid

On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Heather M. Anderson, Farshid Vahid

Department of Economics

Research output: Contribution to journal › Article › Research › peer-review

3 Citations (Scopus)

Abstract

We analyze the effect of heteroskedasticity on log-linear aggregation, and its implications for the pooling of cross-section and aggregate time series data. An empirical analysis of food consumption, based on US family budget survey and aggregate time series data, illustrates.

Original language	English
Pages (from-to)	291-296
Number of pages	6
Journal	Economics Letters
Volume	60
Issue number	3
Publication status	Published - 1 Sept 1998

Keywords

Aggregation
C21
C22
Heteroskedasticity
Log-linear models

Cite this

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title = "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity",

abstract = "We analyze the effect of heteroskedasticity on log-linear aggregation, and its implications for the pooling of cross-section and aggregate time series data. An empirical analysis of food consumption, based on US family budget survey and aggregate time series data, illustrates.",

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N2 - We analyze the effect of heteroskedasticity on log-linear aggregation, and its implications for the pooling of cross-section and aggregate time series data. An empirical analysis of food consumption, based on US family budget survey and aggregate time series data, illustrates.

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KW - C22

KW - Heteroskedasticity

KW - Log-linear models

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JO - Economics Letters

JF - Economics Letters

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On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Abstract

Keywords

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Cite this