微观计量模型中宏观与微观数据的结合

Combining Micro and Macro Data in Microeconometric Models

Review of Economic Studies · 1994
被引 250
人大 A+FT50ABS 4*

中文导读

展示如何将普查提供的边际分布信息与截面或面板样本结合,以提高估计精度,并讨论检验样本与边际信息兼容性的方法。

Abstract

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.

微观数据宏观数据微观计量模型边际分布