Aggregation in large dynamic panels
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Publication:2511786
Recommendations
- Contemporaneous aggregation of linear dynamic models in large economies
- Micro versus macro cointegration in heterogeneous panels
- Heterogeneous dynamics, aggregation, and the persistence of economic shocks
- Common stochastic trends and aggregation in heterogeneous panels
- The aggregation of dynamic relationships caused by incomplete information
Cites work
- Aggregation in large dynamic panels
- Aggregation of space-time processes.
- Completeness, Distribution Restrictions, and the Form of Aggregate Functions
- Contemporaneous aggregation of linear dynamic models in large economies
- Cross-sectional aggregation of nonlinear models
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- Econometric analysis of high dimensional VARs featuring a dominant unit
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Forecasting aggregated vector ARMA processes
- Forecasting aggregates of independent ARIMA processes
- scientific article; zbMATH DE number 1432780 (Why is no real title available?)
- scientific article; zbMATH DE number 3092208 (Why is no real title available?)
- Implications of seeing economic variables through an aggregation window
- Infinite-dimensional VARs and factor models
- Linear Regression Limit Theory for Nonstationary Panel Data
- Linear transformations of vector ARMA processes
- Long memory relationships and the aggregation of dynamic models
- Micro versus macro cointegration in heterogeneous panels
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
- The effect of aggregation on nonlinearity
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(19)- Aggregation and the law of large numbers in large economies
- Macro-panels and reality
- In search of lost time aggregation
- Econometric analysis of production networks with dominant units
- Contemporaneous aggregation of linear dynamic models in large economies
- Aggregation in large dynamic panels
- The aggregation of dynamic relationships caused by incomplete information
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- A multi-country approach to forecasting output growth using PMIs
- Long memory and fractional differencing: revisiting Clive W. J. Granger's contributions and further developments
- Implications of seeing economic variables through an aggregation window
- Common stochastic trends and aggregation in heterogeneous panels
- Heterogeneous dynamics, aggregation, and the persistence of economic shocks
- Estimating aggregate autoregressive processes when only macro data are available
- scientific article; zbMATH DE number 1432780 (Why is no real title available?)
- Econometric analysis of high dimensional VARs featuring a dominant unit
- Parametric estimation of long memory in factor models
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach
- System Estimation of Panel Data Models Under Long-Range Dependence
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