On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

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We analyze the effect of heteroskedasticity on log-linear aggregation, and its implications for the pooling of cross-section and aggregate time series data. An empirical analysis of food consumption, based on US family budget survey and aggregate time series data, illustrates.

Original languageEnglish
Pages (from-to)291-296
Number of pages6
JournalEconomics Letters
Issue number3
Publication statusPublished - 1 Sept 1998


  • Aggregation
  • C21
  • C22
  • Heteroskedasticity
  • Log-linear models

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