The aggregation of dynamic relationships caused by incomplete information
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Publication:2511791
DOI10.1016/j.jeconom.2013.08.032zbMath1293.62205OpenAlexW2056081085MaRDI QIDQ2511791
Publication date: 6 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.032
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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