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An Essay on Aggregation Theory and Practice

In: Econometrics and Economic Theory

Author

Listed:
  • Edwin Kuh

    (Massachusetts Institute of Technology)

Abstract

One perplexing problem in the design of econometric research that remains largely unsolved is how estimation is affected by aggregation. The main purpose of this paper will be to show not only that aggregation gains exist, but how to provide practical estimates of their extent.

Suggested Citation

  • Edwin Kuh, 1974. "An Essay on Aggregation Theory and Practice," Palgrave Macmillan Books, in: Willy Sellekaerts (ed.), Econometrics and Economic Theory, chapter 3, pages 57-99, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-349-01936-6_3
    DOI: 10.1007/978-1-349-01936-6_3
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    Cited by:

    1. Roy E. Welsch & Edwin Kuh, 1974. "The Variances of Regression Coefficient Estimates Using Aggregate Data," NBER Working Papers 0060, National Bureau of Economic Research, Inc.

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