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Temporal Aggregation of an Econometric Equation
6 references·1 citing·21 second hop
Temporal Aggregation of an Econometric Equation (1996)Temporal Aggregation of an Econometric Eq…The Financial Block in the Econometric Model KOSMOS (1996)The Financial Block in the Ec…Systematic sampling and temporal aggregation in time series models (1984)Systematic sampling and tempo…Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables (1976)Effect of Temporal Aggregatio…The Effect of Aggregation on Prediction in the Autoregressive Model (1972)The Effect of Aggregation on …A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses (1971)A Study of Some Aspects of Te…Further Methods of Derivation of Quarterly Figures from Annual Data (1967)Further Methods of Derivation…Interpreting Wage Bargaining Norms (2010)Interpreting Wage Bargaining …Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Systematic Sampling, Temporal Aggregation, and the Study of Political Relationships (1989)Temporal aggregation and spurious instantaneous causality in multiple time series models (2002)How to use aggregation and combined forecasting to improve seasonal demand forecasts (2004)Prediction and Regulation. (1965)Forecasting Contemporaneously Aggregated Vector ARMA Processes (1984)Economic policy uncertainty and dollar-pound exchange rate return volatility (2019)Rational Distributed Lag Functions (1966)Distributed Lags: A Survey (1967)Time Series Analysis: Forecasting and Control (1977)An analogue model of phase-averaging procedures (1990)Exchange rates and commodity prices: Measuring causality at multiple horizons (2015)Bargaining Structure, Corporatism and Macroeconomic Performance (1988)WAGE DETERMINATION: THE CHANGING ROLE OF INSTITUTIONS IN ADVANCED INDUSTRIALIZED COUNTRIES (1990)Wage‐setting under Different Monetary Regimes (2003)Temporal Aggregation, the Data Interval Bias, and Empirical Estimation of Bimonthly Relations from Annual Data (1983)Advertising in demand systems for alcoholic drinks and tobacco: A comparative study (1995)Understanding the Great Recession (2014)Climate change and financial stability: Natural disaster impacts on global stock markets (2022)
this work references cited by second hop

References

  • 1967Further Methods of Derivation of Quarterly Figures from Annual Data216 cited
  • 1984Systematic sampling and temporal aggregation in time series models170 cited
  • 1972The Effect of Aggregation on Prediction in the Autoregressive Model170 cited
  • 1971A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses113 cited
  • 1976Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables105 cited
  • 1996The Financial Block in the Econometric Model KOSMOS24 cited

Cited by

  • 2010Interpreting Wage Bargaining Norms9 cited

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