Linear aggregation in cointegrated systems
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Publication:673689
DOI10.1016/0165-1889(94)00817-2zbMATH Open0900.90190OpenAlexW2068674979MaRDI QIDQ673689FDOQ673689
Authors: Devajyoti Ghose 
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)00817-2
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Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Multiple Time Series Regression with Integrated Processes
- Statistical analysis of cointegration vectors
- Time Series Regression with a Unit Root
- Inference in Linear Time Series Models with some Unit Roots
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy
Cited In (5)
- On the dynamic shape of aggregated error correction models
- A generalization of the Burridge-Guerre nonparametric unit root test
- Title not available (Why is that?)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
- Common stochastic trends and aggregation in heterogeneous panels
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