Contemporaneous aggregation of linear dynamic models in large economies
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Publication:2439052
DOI10.1016/S0304-4076(03)00207-0zbMath1282.91263OpenAlexW2165542619MaRDI QIDQ2439052
Publication date: 7 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00207-0
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
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