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Aggregation of time series variables-a survey Author info | Abstract | Publisher info | Download info | Related research | Statistics Clive W. J. Granger
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Keywords: Time-series analysis ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Gabriel Pons Rotger, 2000.
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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.
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Other versions: David F. Hendry & Kirstin Hubrich, 2006.
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589, European Central Bank.
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Other versions: Fatih Ozatay, 1993.
"Forecasting Contemporaneously Aggregated Variables Using Granger-Causal Variables ,"
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9302, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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Maurice Kugler & Reza Ofoghi, 2005.
"Does Insurance Promote Economic Growth? Evidence from the UK ,"
Money Macro and Finance (MMF) Research Group Conference 2005
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Frédérick Demers & David Dupuis, 2005.
"Forecasting Canadian GDP: Region-Specific versus Countrywide Information ,"
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Cheng Hsiao, 2005.
"Why Panel Data? ,"
IEPR Working Papers
05.33, Institute of Economic Policy Research (IEPR).
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Other versions: Giovanni Urga & Lorenzo Trapani, 2004.
"Cointegration versus Spurious Regression in Heterogeneous Panels ,"
Econometric Society 2004 North American Summer Meetings
266, Econometric Society.
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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.
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Other versions: K. Hubrich, 2001.
"Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance ,"
WO Research Memoranda (discontinued)
661, Netherlands Central Bank, Research Department.
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Tilak Abeysinghe & Gulasekaran Rajaguru, 2003.
"Temporal Aggregation, Causality Distortions, and a Sign Rule ,"
Departmental Working Papers
wp0406, National University of Singapore, Department of Economics.
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Other versions: Wesche, Katrin, 1995.
"The Stability of European Money Demand: An Investigation of M3H ,"
Discussion Paper Serie B
337, University of Bonn, Germany.
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