Implications of seeing economic variables through an aggregation window

DOI10.1016/0035-5054(93)90030-7zbMath0808.90041OpenAlexW2026322423MaRDI QIDQ4306531

Clive W. J. Granger

Publication date: 19 September 1994

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0035-5054(93)90030-7

zbMATH Keywords

income distributioncointegrationcommon factorscross-sectional and temporal aggregation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (5)

Micro versus macro cointegration in heterogeneous panels ⋮ COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS ⋮ Temporal aggregation of equity return time-series models ⋮ Aggregation in large dynamic panels ⋮ The analysis of seasonal economic models

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