Estimating aggregate autoregressive processes when only macro data are available
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
|
Subject: | Autoregressive process | Aggregation | Heterogeneity | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
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