Aggregate behavior and microdata
成果类型：
Article
署名作者：
Hildenbrand, W; Kneip, A
署名单位：
University of Bonn; Johannes Gutenberg University of Mainz
刊物名称：
GAMES AND ECONOMIC BEHAVIOR
ISSN/ISSBN：
0899-8256
DOI：
10.1016/j.geb.2004.06.013
发表日期：
2005
页码：
3-27
关键词：
摘要：
It is shown how one can effectively use microdata in modelling the change over time in an aggregate (e.g. mean consumption expenditure) of a large and heterogeneous population. The starting point of our aggregation analysis is a specification of explanatory variables on the micro-level. Typically, some of these explanatory variables are observable and others are unobservable. Based on certain hypotheses on the evolution over time of the joint distributions across the population of these explanatory variables we derive a decomposition of the change in the aggregate which allows a partial analysis: to isolate and to quantify the effect of a change in the observable explanatory variables. This analysis does not require an explicit treatment of the unobservable variables. (C) 2004 Elsevier Inc. All rights reserved.
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