COMBINING MICRO AND MACRO DATA IN MICROECONOMETRIC MODELS

被引：134

作者：

IMBENS, GW ^{[1
]}

LANCASTER, T ^{[1
]}

机构：

[1] BROWN UNIV,PROVIDENCE,RI 02912

来源：

REVIEW OF ECONOMIC STUDIES | 1994年 / 61卷 / 04期

基金：

美国国家科学基金会;

关键词：

D O I：

10.2307/2297913

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Census reports can be interpreted as providing nearly exact knowledge of moments of the marginal distribution of economic variables. This information can be combined with cross-sectional or panel samples to improve accuracy of estimation. In this paper we show how to do this efficiently. We show that the gains from use of marginal information can be substantial. We also discuss how to test the compatibility of sample and marginal information.

引用

页码：655 / 680

页数：26

共 26 条

[11] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J].