A note on identification with averaged data

José A F Machado, J. M C Santos Silva

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)


In most cases where estimation with averaged data is performed, interest lies on the parameters of a model at the individual level, but grouped data are used because disaggregate data are not observed. In this note we study the conditions under which it is possible to consistently estimate the parameters of the individual data model using averaged data, giving particular attention to the case of endogenous selection into groups.

Original languageEnglish
Pages (from-to)537-541
Number of pages5
JournalEconometric Theory
Issue number3
Publication statusPublished - 1 Jun 2006


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