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The aggregation of dynamic relationships caused by incomplete information
Thornton, Michael A. - In: Journal of econometrics 178 (2014) 1, pp. 342-351
Persistent link: https://www.econbiz.de/10010256845
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E. - In: Journal of econometrics 71 (1996) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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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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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - In: Journal of econometrics 199 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
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CRPS learning
Berrisch, Jonathan; Ziel, Florian - In: Journal of econometrics 237 (2023) 2,3, pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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Estimation of fractional integration under temporal aggregation
Hassler, Uwe - In: Journal of econometrics 162 (2011) 2, pp. 240-247
Persistent link: https://www.econbiz.de/10009270641
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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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Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 227 (2022) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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On model selection criteria for climate change impact studies
Cui, Xiaomeng; Gafarov, Bulat; Ghanem, Dalia; Kuffner, Todd - In: Journal of econometrics 239 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073966
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907