Sophisticated atmospheric retrieval algorithms, such as Nested Sampling, explore large parameter spaces by iterating over millions of radiative transfer (RT) calculations. Probability distribution functions for retrieved parameters are highly sensitive to assumptions made within the RT forward model... One key difference between RT models is the computation of the gaseous absorption throughout the atmosphere. We compare two methods of calculating gaseous absorption, cross-sections and correlated-$k$, by examining their resulting spectra of a number of typical \ce{H2}-He dominated exoplanetary and brown dwarf atmospheres. We also consider the effects of including \ce{H2}-He pressure-broadening in some of these examples. We use NEMESIS to compute forward models. Our $k$-tables are verified by comparison to ExoMol cross-sections provided online and a line-by-line calculation. For test cases with typical resolutions ($\Delta \nu = 1$cm$^{-1}$), we show that the cross-section method overestimates the amount of absorption present in the atmosphere and should be used with caution. For mixed-gas atmospheres the morphology of the spectra changes, producing `ghost' features. The two methods produce differences in flux of up to a few orders of magnitude. The addition of pressure broadening of lines adds up to an additional order of magnitude change in flux. These effects are more pronounced for brown dwarfs and secondary eclipse geometries. We note that correlated-$k$ can produce similar results to very high-resolution cross-sections, but is much less computationally expensive. We conclude that inaccurate use of cross-sections and omission of pressure broadening can be key sources of error in the modelling of brown dwarf and exoplanet atmospheres. (read more)