Temporal and Spatial Aggregation: Alternative Marketing Margin Models
利用美国三个城市的月度、季度和半年液态奶价格数据，评估时间和空间数据聚合对替代性营销价差模型表现的影响，发现聚合使模型选择更困难。
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.