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Aggregated and disaggregated import demand in China : an empirical study
Gozgor, Giray - In: Economic modelling 43 (2014), pp. 1-8
Persistent link: https://www.econbiz.de/10010500999
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The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J. - In: Econometric theory 19 (2003) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
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Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Computational economics 59 (2022) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
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Forecasting aggregates and disaggregates with common features
Espasa Terrades, Antoni; Mayo-Burgos, Iván - In: International journal of forecasting 29 (2013) 4, pp. 718-732
Persistent link: https://www.econbiz.de/10010221293
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Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac - In: Econometric reviews 35 (2016) 5/7, pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
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Temporal Aggregation and the Power of Cointegration Tests : A Monte Carlo Study
Haug, Alfred A. - 2004
The effect of time-aggregation on the power of commonly used tests for cointegration is studied with the Monte Carlo …
Persistent link: https://www.econbiz.de/10014107559
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Empirical size distortions of residual based tests for cointegration under aggregation over time (temporal aggregation, systematic sampling and mixed aggregation) : a Monte Carlo i...
Mamingi, Nlandu - In: Asian African journal of economics and econometrics 21 (2021) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10013463572
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Time aggregation and the estimation of the market model : revision and extension
Lee, Cheng F.; Lin, Fu-Lai; Cartwright, Phillip A. - 2024
Persistent link: https://www.econbiz.de/10015046635
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Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
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Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling
Ardia, David - 2017
' population (i.e., aggregate probability of default) through simulation from a vector error correction model and entropy pooling …
Persistent link: https://www.econbiz.de/10012968851