Temporal Aggregation in the Multiple Regression Model
From MaRDI portal
Publication:4164207
DOI10.2307/1914238zbMath0383.62043OpenAlexW2060340458MaRDI QIDQ4164207
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914238
Related Items (12)
Nonparametric transformation to white noise ⋮ Granger causality and the sampling of economic processes ⋮ Estimating dynamic equilibrium models using mixed frequency macro and financial data ⋮ ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG ⋮ Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data ⋮ IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA ⋮ The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting ⋮ State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI ⋮ A test for spatial and temporal aggregation ⋮ Temporal aggregation in a multi-sector economy with endogenous growth ⋮ Regression models with mixed sampling frequencies ⋮ Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes
This page was built for publication: Temporal Aggregation in the Multiple Regression Model