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Consumer durables and inertial behaviour : estimation and aggregation of (S, s) rules for automobile purchases
Attanasio, Orazio P., (2000)
Aggregation and unit roots in economic time series
Hornok, Attila, (2000)
Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems
Chambers, Marcus J., (1998)
Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem, (1990)
Persistence of shocks and their sources in a multisectoral model of UK output growth
Lee, Kevin C., (1992)
Econometric analysis of aggregation in the context of linear prediction models
Pesaran, M. Hashem, (1989)