Contemporaneous aggregation of linear dynamic models in large economies (Q2439052): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation, Persistence and Volatility in a Macro Model
+Normal rank
@@ Property / cites work @@
+Decomposition and Characterization of Risk with a Continuum of Random Variables
+Normal rank
@@ Property / cites work @@
+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
+Normal rank
@@ Property / cites work @@
+Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods
@@ Property / cites work: Time series: theory and methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947391
@@ Property / cites work: Q4947391 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Investment Under Uncertainty
@@ Property / cites work: Investment Under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
+Normal rank
@@ Property / cites work @@
+Individual Income, Incomplete Information, and Aggregate Consumption
+Normal rank
@@ Property / cites work @@
+Q4174128
@@ Property / cites work: Q4174128 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Q5531487
@@ Property / cites work: Q5531487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3795435
@@ Property / cites work: Q3795435 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank
@@ Property / cites work @@
+A law of large numbers for large economies
@@ Property / cites work: A law of large numbers for large economies / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(03)00207-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2165542619
@@ Property / OpenAlex ID: W2165542619 / rank @@
+Normal rank