A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses
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Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 53 (1971)
Issue (Month): 4 (November)
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- Teles, Paulo & Wei, William W. S., 2000. "The effects of temporal aggregation on tests of linearity of a time series," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 91-103, July.
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- Dikaios Tserkezos & Maria Nikoloudaki, 2005. "Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics.
- Marcello Estevao, 1996. "Measurement error and time aggregation: a closer look at estimates of output-labor elasticities," Finance and Economics Discussion Series 96-2, Board of Governors of the Federal Reserve System (U.S.).
- J.C.R. Rowley & D.A. Wilton, 1972. "Known Moving-Average Transformations and Autoregressive Processes," Working Papers 70, Queen's University, Department of Economics.
- Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 987-1003, September.
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