Time series properties of aggregated AR(1) processes with uniformly distributed coefficients.
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Publication:1960347
DOI10.1016/S0165-1765(99)00072-5zbMath1049.62510WikidataQ127452202 ScholiaQ127452202MaRDI QIDQ1960347
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Related Items (5)
Unnamed Item ⋮ Estimating aggregate autoregressive processes when only macro data are available ⋮ Herding, a-synchronous updating and heterogeneity in memory in a CBS ⋮ Time series properties of aggregated AR(2) processes ⋮ The polynomial aggregated AR(1) model*
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