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Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods
12 references·5 citing·41 second hop
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References

  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1985Heterogeneity, Aggregation, and Market Wage Functions: An Empirical Model of Self-Selection in the Labor Market610 cited
  • 1960Is Aggregation Necessarily Bad?424 cited
  • 1956Linear Aggregation of Economic Relations.344 cited
  • 1988Real Wages over the Business Cycle: Estimating the Impact of Heterogeneity with Micro Data180 cited
  • 1984An Investigation of the Determinants of Manufacturing Employment in the United Kingdom156 cited
  • 1989Econometric Analysis of Aggregation in the Context of Linear Prediction Models153 cited
  • 1986Simple Tests of Distributional Effects on Macroeconomic Equations124 cited
  • 1990Disaggregation in Econometric Modelling106 cited
  • 1955Linear Aggregation of Economic Relations91 cited
  • 1960Investment Demand: An Empirical Contribution to the Aggregation Problem67 cited
  • 1991Costly Adjustment under Rational Expectations: A Generalization46 cited

Cited by

  • 2002What does the UK's monetary policy and inflation experience tell us about the transmission mechanism?28 cited
  • 2002Some econometric issues in measuring the monetary transmission mechanism, with an application to developing countries20 cited

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  • 2002The transmission mechanism of monetary policy near zero interest rates: the Japanese experience, 1998–200020 cited
  • 2013Meta T aylor Rules for the UK and A ustralia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods17 cited
  • 1997Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis13 cited