The polynomial aggregated AR(1) model* (Q5469921): Difference between revisions

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-.1111/j.1368-423X.2006.00178.x
@@ Property / DOI: 10.1111/j.1368-423X.2006.00178.x / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Aggregation, Persistence and Volatility in a Macro Model
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+Long memory processes and fractional integration in econometrics
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+STRUCTURAL CHANGE IN AR(1) MODELS
@@ Property / cites work: STRUCTURAL CHANGE IN AR(1) MODELS / rank @@
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+Estimating the differencing parameter via the partial autocorrelation function
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+Time series properties of aggregated AR(2) processes
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+Estimating the fractionally integrated process in the presence of measurement errors
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+Q4947391
@@ Property / cites work: Q4947391 / rank @@
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@@ Property / cites work @@
+Cross-sectional aggregation of nonlinear models
@@ Property / cites work: Cross-sectional aggregation of nonlinear models / rank @@
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@@ Property / cites work @@
+Time Series and Dynamic Models
@@ Property / cites work: Time Series and Dynamic Models / rank @@
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@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+Time series properties of aggregated AR(1) processes with uniformly distributed coefficients.
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+Calculation of maximum entropy densities with application to income distribution
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+Contemporaneous aggregation of linear dynamic models in large economies
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@@ Property / DOI @@
+.1111/J.1368-423X.2006.00178.X
@@ Property / DOI: 10.1111/J.1368-423X.2006.00178.X / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5469921