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Measurement error and time aggregation : a closer look at estimates of output-labor elasticities

Estevão, Marcelo M. - 1996

Persistent link: https://www.econbiz.de/10000931473

Aggregate consequences of dynamic credit relationships

Verani, Stephane - 2015

Persistent link: https://www.econbiz.de/10011409515

Heterogeneity in the dynamics of disaggregate unemployment

Ahn, Hie Joo - 2016 - This version: July 29th, 2016

This paper explores the role that unobserved heterogeneity within an observed category plays in the dynamics of disaggregate unemployment and in the cross-sectional differences across individuals of the duration of unemployment spells. The distribution of unobserved heterogeneity is...

Persistent link: https://www.econbiz.de/10011578275

In search of lost time aggregation

Crawley, Edmund - 2019

In 1960, Working noted that time aggregation of a random walk induces serial correlation in the first difference that … time aggregation has quantitatively large effects. Using new techniques to correct for the problem, I find the estimate for …

Persistent link: https://www.econbiz.de/10012182399