Cointegration and aggregation

DOI10.1016/0035-5054(93)90031-WzbMath0808.90040OpenAlexW2074505848MaRDI QIDQ4306532

Jesús Gonzalo

Publication date: 15 March 1995

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0035-5054(93)90031-w

zbMATH Keywords

cointegrationaggaregation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (4)

Micro versus macro cointegration in heterogeneous panels ⋮ Estimating long-run relationships from dynamic heterogeneous panels ⋮ COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS ⋮ Aggregation of linear dynamic microeconomic models

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