Pages that link to "Item:Q2439052"

The following pages link to Contemporaneous aggregation of linear dynamic models in large economies (Q2439052):

Displaying 33 items.

• Aggregation and memory of models of changing volatility (Q278251) (← links)
• Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
• Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
• Aggregation of isotropic autoregressive fields (Q719483) (← links)
• Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
• Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
• Long memory affine term structure models (Q898585) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
• Learning can generate long memory (Q2294508) (← links)
• Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
• Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
• From short to long memory: aggregation and estimation (Q2445699) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• Aggregation in large dynamic panels (Q2511786) (← links)
• The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
• Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
• CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
• (Q2971501) (← links)
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
• AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
• Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212) (← links)
• Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
• True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
• Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
• Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
• On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
• The polynomial aggregated AR(1) model* (Q5469921) (← links)