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The effect of aggregation on nonlinearity

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Author Info
Clive Granger
Tae-Hwy Lee

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Abstract

This paper investigates the interaction between aggregation and nonlinearity through a monte carlo study. Various tests for neglected nonlinearity are used to compare the power of the tests for different nonlinear models to different levels of aggregation. Three types of aggregation, namely, cross-sectional aggregation, temporal aggregation and systematic sampling are considered. Aggregation is inclined to simplify nonlinearity. The degree to which nonlinearity is reduced depends on the importance of common factor and extent of the aggregation. The effect is larger when the size of common factor is smaller and when the extent of the aggregation is larger.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/07474939908800445&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 18 (1999)
Issue (Month): 3 ()
Pages: 259-269
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Handle: RePEc:taf:emetrv:v:18:y:1999:i:3:p:259-269

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  1. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Other versions:
  2. David Peel & Ivan Paya & E Pavlidis, 2009. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers 005913, Lancaster University Management School, Economics Department. [Downloadable!]
  3. Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  4. Gianna Boero & Emanuela Marrocu, 2000. "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS 200014, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  5. Lucio Sarno & Giorgio Valente & H. L. Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers 06/136, International Monetary Fund. [Downloadable!]
    Other versions:
  6. 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!]
    Other versions:
  7. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827. [Downloadable!]
  8. Gloria González-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008. [Downloadable!]
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