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Implications of temporal aggregation on the relation between two time series
11 references·0 citing·39 second hop
Implications of temporal aggregation on the relation between two time series (1992)Implications of temporal aggregation on t…Some recent development in a concept of causality (1988)Some recent development in a …COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Temporal Aggregation and Structural Inference in Macroeconomics (1986)Temporal Aggregation and Stru…Systematic sampling and temporal aggregation in time series models (1984)Systematic sampling and tempo…Causality in temporal systems (1977)Causality in temporal systemsEffect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables (1976)Effect of Temporal Aggregatio…Asymptotic Behaviour of Temporal Aggregates of Time Series (1972)Asymptotic Behaviour of Tempo…Discrete Approximations to Continuous Time Distributed Lags in Econometrics (1971)Discrete Approximations to Co…Aggregation over Time in Distributed Lag Models (1961)Aggregation over Time in Dist…Note on the Correlation of First Differences of Averages in a Random Chain (1960)Note on the Correlation of Fi…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Time Series Analysis: Forecasting and Control (1977)The International Crash of October 1987 (1988)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Granger causality in risk and detection of extreme risk spillover between financial markets (2009)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)Investment Under Uncertainty (1971)Macroeconomics and Reality (1980)Indivisible labor and the business cycle (1985)Rockets and feathers revisited: an international comparison on European gasoline markets (2003)Infrastructure and Poverty Reduction: Implications for Urban Development in Nigeria (2010)Uncertainty Shocks as Second-Moment News Shocks (2019)Rational Distributed Lag Functions (1966)Distributed Lags: A Survey (1967)Exchange rates and commodity prices: Measuring causality at multiple horizons (2015)Validity of Time Reversal for Testing Granger Causality (2016)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)Temporal Aggregation in Real Estate Return Indices (1993)Asset Pricing Without Garbage (2013)Economic policy uncertainty and dollar-pound exchange rate return volatility (2019)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)A brief history of market efficiency (1998)An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1977Causality in temporal systems600 cited
  • 1960Note on the Correlation of First Differences of Averages in a Random Chain406 cited
  • 1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics172 cited
  • 1984Systematic sampling and temporal aggregation in time series models170 cited
  • 1972Asymptotic Behaviour of Temporal Aggregates of Time Series155 cited
  • 1986Temporal Aggregation and Structural Inference in Macroeconomics149 cited
  • 1976Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables105 cited
  • 1961Aggregation over Time in Distributed Lag Models75 cited

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