Aggregation over Time in Distributed Lag Models

DOI10.2307/2525442MaRDI QIDQ3845831zbMATH OpenOpenAlexFDO

Authors Yair Mundlak

Publication date 1961

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525442

zbMATH Keywords

applications of probability theory and statistics

Cited in

(8)

• Multivariate regression models for panel data
• A test for spatial and temporal aggregation
• Effects of misspecification of lag structure in certain two-variable distributed lag models
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
• Implications of temporal aggregation on the relation between two time series
• Effect of temporal aggregation on multiple time series in the frequency domain
• TWO‐SECTOR MODEL WITH GENERALIZED DEMAND¹
• Macro-financial dynamics: theories, empirical methods, and time scales

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