Estimating aggregate autoregressive processes when only macro data are available
Eric Jondeau; Florian Pelgrin
| Year of publication: |
2014
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|---|---|
| Authors: | Jondeau, Eric ; Pelgrin, Florian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 341-347
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| Subject: | Autoregressive process | Aggregation | Heterogeneity | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010493972