Information-Aggregation Bias.

S-Tier
Journal: American Economic Review
Year: 1992
Volume: 82
Issue: 3
Pages: 508-19

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Aggregation in the presence of data-processing lags distorts the information content of data, violating orthogonality restrictions that hold at the individual level. Though the phenomenon is general, it is illustrated here for the life-cycle-permanent-income model. Cross-section and pooled-panel data induce information-aggregation bias akin to that in aggregate time series. Calculations show that information aggregation can seriously bias tests of the life-cycle model on aggregate time series, cross-section, and pooled-panel data. Copyright 1992 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:82:y:1992:i:3:p:508-19
Journal Field
General
Author Count
1
Added to Database
2026-01-25