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Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model
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Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model (1972)Effects of Aggregation Over Time on Dynam…Time Aggregation and State Dependence in Welfare Receipt (2016)Time Aggregation and State De…Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models (1990)Predictive Accuracy Gain From…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)A Methodological Note on the Estimation of Time Series (1981)A Random Walk, Markov Model for the Distribution of Time Series (1983)Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon (1999)Monitoring and forecasting annual public deficit every month: the case of France (2007)TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY (2008)On the Pooling of Time Series and Cross Section Data (1978)Econometric Analysis of Cross Section and Panel Data (2001)Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity (2005)Interest Arbitration and the Narcotic Effect: Evidence from Three Decades of Collective Bargaining in Ontario (2019)
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  • 1990Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models39 cited
  • 2016Time Aggregation and State Dependence in Welfare Receipt33 cited

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