future nominal values via a cost of living index is an appropriate way to handle the problem of real income risk. Nonetheless … individual. -- Cost of Living Index ; Futures Markets …

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with … ; kernel estimate ; single index model ; specification test …

asymptotic theory based on large aggregation intervals we derive conditions for a correspondence between both concepts. These … examining the consequences of temporal aggregation in (possibly) Granger causal systems of variables. Our approach is to compare … results allow us to differentiate between spurious contemporaneous correlation arising because of aggregation, and true …

aggregated observations (see Working (1960)). This paper investigates the effect of aggregation on the relation between variables … (cointegration). It will be shown that aggregation does not distort the cointegration relation while some other features of the data … cointegration analysis seems to be robust against various aggregation strategies. -- cointegration ; aggregation ; time series …

both to the data sources and their aggregation, by providing a transparent account of our calculation procedure, which is … not yet common in the existing literature. -- european money demand ; monetary targeting ; aggregation …