dc.contributor.author | Barnett, William A. | |
dc.contributor.author | Peretti, Philippe De | |
dc.date.accessioned | 2014-02-28T22:39:56Z | |
dc.date.available | 2014-02-28T22:39:56Z | |
dc.date.issued | 2009-09-01 | |
dc.identifier.citation | "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," with Philippe de Peretti, Macroeconomic Dynamics, vol 13, Supplement 2, 2009, September, pp. 317-334. http://dx.doi.org/10.1017/S1365100509090300 | |
dc.identifier.uri | http://hdl.handle.net/1808/13140 | |
dc.description | This is the author's accepted manuscript. The publisher's official version is available electronically from doi:10.1017/S1365100509090300 | |
dc.description.abstract | In aggregation theory, the admissibility condition for clustering components to be aggregated is blockwise weak separability, which also is the condition needed to separate out sectors of the economy. Although weak separability is thereby of central importance in aggregation and index number theory and in econometrics, prior attempts to produce statistical tests of weak separability have performed poorly in Monte Carlo studies. This paper introduces a new class of weak separability tests, which is seminonparametric. Such tests are both based on a necessary and sufficient condition and are fully stochastic, allowing to take into account measurement error. Simulations show that the tests perform well, even for large measurement errors. | |
dc.publisher | Cambridge University Press | |
dc.subject | Weak separability | |
dc.subject | Seminonparametric tests | |
dc.title | Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability | |
dc.type | Article | |
kusw.kuauthor | Barnett, William A. | |
kusw.kudepartment | Economics | |
kusw.oastatus | fullparticipation | |
dc.identifier.doi | 10.1017/S1365100509090300 | |
dc.identifier.orcid | https://orcid.org/0000-0002-1280-2663 | |
kusw.oaversion | Scholarly/refereed, author accepted manuscript | |
kusw.oapolicy | This item meets KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |