Linear aggregation in cointegrated systems
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Publication:673689
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Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Econometric Analysis of Aggregation in the Context of Linear Prediction Models
- Inference in Linear Time Series Models with some Unit Roots
- Multiple Time Series Regression with Integrated Processes
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy
- Statistical analysis of cointegration vectors
- Time Series Regression with a Unit Root
Cited in
(5)- scientific article; zbMATH DE number 3878628 (Why is no real title available?)
- Common stochastic trends and aggregation in heterogeneous panels
- A generalization of the Burridge-Guerre nonparametric unit root test
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
- On the dynamic shape of aggregated error correction models
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