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Forecasting aggregates and disaggregates with common features

✍ Scribed by Espasa, Antoni; Mayo-Burgos, Iván


Book ID
122644797
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
679 KB
Volume
29
Category
Article
ISSN
0169-2070

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This paper examines the sensitivity of forecasts to the level of aggregation of the data. A relative shares regression model and a multinominal logit model are tested with both aggregate and disaggregate survey data from 21 09 respondents. The results indicate the appropriate model to use depends on