Abstract
A test for spatial and temporal aggregation is derived which permits the researcher to assess when a given econometric model may be appropriately aggregated across micro units and across sample observations.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 391-396 |
| Number of pages | 6 |
| Journal | Economics Letters |
| Volume | 36 |
| Issue number | 4 |
| DOIs | |
| State | Published - Aug 1991 |
ASJC Scopus subject areas
- Finance
- Economics and Econometrics