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Implications of Aggregation with Common Factors

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References

1980Economics and Consumer Behavior4,284 cited
1980Long memory relationships and the aggregation of dynamic models1,448 cited
1976Community Preferences and the Representative Consumer381 cited
1976Forecasting Transformed Series297 cited
1974Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components98 cited

Cited by

2014Crop Supply Dynamics and the Illusion of Partial Adjustment111 cited
1999The effect of aggregation on nonlinearity77 cited
2003Time Series Concepts for Conditional Distributions*51 cited
2021Macroeconomic data transformations matter43 cited
2010Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate43 cited
2024Unsmoothing Returns of Illiquid Funds35 cited
2011NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION26 cited
2023The effects of currency devaluation on Ethiopia’s major export commodities: The case of coffee and khat: Evidence from the vector error correction model and the Johansen co-integration test20 cited
1993Testing for unit roots with very high frequency spot exchange rate data19 cited

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