仅从宏观数据估计微观参数:一些悲观的证据

Ricerche Economiche Pub Date : 1993-09-01 DOI:10.1016/0035-5054(93)90029-3

Martin Browning

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引用次数: 10

摘要

我们可以从总体数据中估计微观需求行为参数的理论条件现在已经很好地理解了。使用加拿大微观数据的时间序列，我们调查这些条件是否成立。我们发现并非如此。我们得出的结论是，仅从总时间序列数据中得出的微参数估计具有可疑的有效性。

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Estimating micro parameters from macro data alone: some pessimistic evidence

The theoretical conditions under which we can estimate the parameters of micro demand behaviour from aggregate data are now well understood. Using a time series of Canadian micro data we investigate whether these conditions hold. We find that they do not. We conclude that estimates of micro parameters that are derived from aggregate time-series data alone have dubious validity.

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Ricerche Economiche

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