Fok, D.; Dijk, D.J.C. van; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2004
-speciflc component series.
Keywords: Data aggregation, Forecasting, Panel of time series, Business
cycle, Nonlinearity, Multi … nonlinearity it may then be unclear what the dynamic properties of
the aggregated series are, see Granger and Lee (1999). Hence …,
Cambridge: Cambridge University Press.
Granger, C.W.J. and T.-H. Lee (1999), The efiect of aggregation on nonlinearity, Econo …