Lee, Kevin C; Pesaran, M Hashem; Pierse, Richard G - In: Economic Journal 100 (1990) 400, pp. 137-50
This paper discusses alternative methods of testing for aggregation bias and proposes direct tests of the discrepancy of the macroparameters from the average of the corresponding microparameters, and derives tests of aggregation bias in the general case where the parameters of interest may...