Persistence under temporal aggregation and differencing

DOI10.1016/J.ECONLET.2014.06.011zbMath1302.91169OpenAlexW3123820945MaRDI QIDQ485617

Uwe Hassler

Publication date: 12 January 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.06.011

zbMATH Keywords

cumulatingdifference-stationarityseasonal differencesskip sampling

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

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• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Introduction to modern time series analysis.
• Estimation of fractional integration under temporal aggregation
• Asymptotic behavior of temporal aggregates in the frequency domain
• Note on the Correlation of First Differences of Averages in a Random Chain
• Are Output Fluctuations Transitory?
• Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
• Asymptotic behaviour of temporal aggregates of time series

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