On the effects of aggregating cointegrated variables over time
Year of publication: |
2002
|
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Authors: | Müller, Christian |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | cointegration | aggregation | time series |
Series: | SFB 373 Discussion Paper ; 2002,9 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 726302724 [GVK] hdl:10419/65360 [Handle] RePEc:zbw:sfb373:20029 [RePEc] |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation |
Source: |
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