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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Marcellino, Massimiliano"
~person:"Sibbertsen, Philipp"
~subject:"Aggregation"
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Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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