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A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses

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  • Zellner, Arnold
  • Montmarquette, Claude

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Bibliographic Info

Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 53 (1971)
Issue (Month): 4 (November)
Pages: 335-42

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Handle: RePEc:tpr:restat:v:53:y:1971:i:4:p:335-42

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Web page: http://mitpress.mit.edu/journals/

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Cited by:
  1. Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "Temporal Aggregation and Structural Inference in Macroeconomics," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0060, National Bureau of Economic Research, Inc.
  2. 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, Elsevier, vol. 34(1), pages 91-103, July.
  3. Montmarquette, Claude, 1976. "Commentaires sur le traitement des inventaires dans le modèle CANDIDE," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 52(1), pages 65-68, janvier.
  4. Dikaios Tserkezos & Maria Nikoloudaki, 2005. "Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results," Working Papers, University of Crete, Department of Economics 0822, University of Crete, Department of Economics.
  5. Marcello Estevao, 1996. "Measurement error and time aggregation: a closer look at estimates of output-labor elasticities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 96-2, Board of Governors of the Federal Reserve System (U.S.).
  6. Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(6), pages 987-1003, September.
  7. Chateau, Jean-Pierre D., 1979. "Une analyse économétrique de la demande et de l’offre de dépôts des sociétés de crédit populaire : le cas des Caisses populaires," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 55(2), pages 207-229, avril.
  8. J.C.R. Rowley & D.A. Wilton, 1972. "Known Moving-Average Transformations and Autoregressive Processes," Working Papers, Queen's University, Department of Economics 70, Queen's University, Department of Economics.
  9. Ruist, Erik, 1996. "Temporal Aggregation of an Econometric Equation," Working Paper, National Institute of Economic Research 52, National Institute of Economic Research.

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