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Aggregation of the generalized fractional processes
Sun, Jingwei; Shi, Wendong - In: Economics letters 124 (2014) 2, pp. 258-262
Persistent link: https://www.econbiz.de/10010493645
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Persistence under temporal aggregation and differencing
Hassler, Uwe - In: Economics letters 124 (2014) 2, pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
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Detrending time-aggregated data
Aadland, David - In: Economics letters 89 (2005) 3, pp. 287-293
Persistent link: https://www.econbiz.de/10003183463
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Aggregation over time, error correction models and Granger causality : a Monte Carlo investigation
Mamingi, Nlandu - In: Economics letters 52 (1996) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10001207406
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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
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On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296
Persistent link: https://www.econbiz.de/10001251676
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael - In: Economics letters 64 (1999) 1, pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
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On the identification of joint distributions using marginals and aggregates
Felt, Marie-Hélène - In: Economics letters 194 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509409
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Estimating aggregate autoregressive processes when only macro data are available
Jondeau, Eric; Pelgrin, Florian - In: Economics letters 124 (2014) 3, pp. 341-347
Persistent link: https://www.econbiz.de/10010493972
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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10003719142