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Temporal Aggregation in the Multiple Regression Model

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Geweke, John F
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 46 (1978)
Issue (Month): 3 (May)
Pages: 643-61
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Handle: RePEc:ecm:emetrp:v:46:y:1978:i:3:p:643-61

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  1. David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics. [Downloadable!]
    Other versions:
  2. Lawrence J. Christiano & Martin Eichenbaum & David Marshall, 1990. "The permanent income hypothesis revisited," Staff Report 129, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  3. Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger, 2007. "New York mark-ups on petroleum products," Working Papers 2008:2, Lund University, Department of Economics. [Downloadable!]
  4. Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006. "Non-linearities in mark-up on costs," MPRA Paper 1468, University Library of Munich, Germany. [Downloadable!]
  5. Oliver Linton & Enno Mammen, 2006. "Nonparametric Transformation to White Noise," STICERD - Econometrics Paper Series /2006/503, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  6. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO. [Downloadable!]
  7. Lance J. Bachmeier & James M. Griffin, . "New Evidence on Asymmetric Gasoline Price Responses," Working Papers 0208, East Carolina University, Department of Economics. [Downloadable!]
  8. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The dynamics of the impact of past performance on mutual fund flows," Discussion Paper 2, Tilburg University, Center for Economic Research. [Downloadable!]
  9. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research Department. [Downloadable!]
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