An Essay on Aggregation Theory and Practice

  • Edwin Kuh


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.


Random Coefficient Aggregation Weight Random Coefficient Model Actual Gain Digit Industry 


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Copyright information

© Edwin Kuh 1974

Authors and Affiliations

  • Edwin Kuh
    • 1
  1. 1.Massachusetts Institute of TechnologyUSA

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