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Aggregation of Variables in Least-Squares Regression |
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| Authors: | Frank R. Lichtenberg | |
| Affiliation: | 1. Graduate School of Business , Columbia University , New York , NY , 10027 , USA;2. National Bureau of Economic Research , 1050 Massachusetts Avenue, Cambridge , MA , 02138 , USA | |
| Abstract: | I consider the properties of the estimator  | |
| Keywords: | ||