Barnett, William A. and de Peretti, Philippe (2008): Admissible clustering of aggregator components: a necessary and sufficient stochastic seminonparametric test for weak separability.

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Abstract
In aggregation theory, the admissibility condition for clustering together 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 deals with seminonparametric tests for weak separability. It introduces both a necessary and sufficient test, and a fully stochastic procedure allowing to take into account measurement error. Simulations show that the test performs well, even for large measurement errors.
Item Type:  MPRA Paper 

Original Title:  Admissible clustering of aggregator components: a necessary and sufficient stochastic seminonparametric test for weak separability 
Language:  English 
Keywords:  weak separability; quantity aggregation; clustering; sectors; index number theory; seminonparametrics 
Subjects:  C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C43  Index Numbers and Aggregation D  Microeconomics > D1  Household Behavior and Family Economics > D12  Consumer Economics: Empirical Analysis C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C14  Semiparametric and Nonparametric Methods: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General 
Item ID:  12503 
Depositing User:  William A. Barnett 
Date Deposited:  05. Jan 2009 06:34 
Last Modified:  20. May 2015 03:46 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/12503 