Narrow search
Showing 1 - 10 of 12,924
Cover Image
Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18
This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …
Persistent link: https://www.econbiz.de/10012697497
Cover Image
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 1/9, pp. 1-22
-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …
Persistent link: https://www.econbiz.de/10012483296
Cover Image
Missing aggregate dynamics : on the slow convergence of lumpy adjustment models
Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2015
Persistent link: https://www.econbiz.de/10011577984
Cover Image
A new feature selection technique applied to credit scoring data using a rank aggregation approach based on optimization, genetic algorithm, and similarity
Bouaguel, Waad; Mufti, Ghazi Bel; Limam, Mohamed - In: Knowledge discovery process and methods to enhance …, (pp. 347-375). 2015
Persistent link: https://www.econbiz.de/10012123362
Cover Image
Missing aggregate dynamics : on the slow convergence of lumpy adjustment models
Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2017
Persistent link: https://www.econbiz.de/10011776554
Cover Image
Applications of cointegration to some problems of aggregation
Ghose, Devajyoti - 1990
Persistent link: https://www.econbiz.de/10000857810
Cover Image
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
Cover Image
Die Wirkung temporaler Aggregation auf die Kurtosis eines Random Walk Prozesses mit autoregressiver bedingter Heteroskedastizität
Sanddorf-Köhle, Walter G. - 1993
Persistent link: https://www.econbiz.de/10000863853
Cover Image
Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
Cover Image
Growth rates and aggregate welfare : an international comparison
Kakwani, Nanak - 1990
Persistent link: https://www.econbiz.de/10000802418