Similar Search Results

Heterogeneity, aggregation and long memory in lottery sales : some empirical evidence for Brazil

Resende, Marcelo - In: Applied economics 55 (2023) 53, pp. 6223-6249

Persistent link: https://www.econbiz.de/10014381561

Central limit theorems for aggregate efficiency

Simar, Léopold; Zelenyuk, Valentin - In: Operations research 66 (2018) 1, pp. 137-149

Persistent link: https://www.econbiz.de/10011818609

Long memory in US real output per capita

Caporale, Guglielmo; Gil-Alana, Luis - In: Empirical Economics 44 (2013) 2, pp. 591-611

This article analyses the long memory properties of quarterly real output per capita in the US (1948Q1–2008Q3) using non-parametric, semi-parametric and parametric techniques. The results vary substantially depending on the methodology employed. Evidence of mean reversion is obtained in a...

Persistent link: https://www.econbiz.de/10010845927

Persistence in real exchange rate convergence

Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10010347337

Aggregation in large dynamic panels

Pesaran, M. Hashem; Chudik, Alexander - In: Journal of Econometrics 178 (2014) P2, pp. 273-285

This paper investigates the problem of aggregation in the case of large linear dynamic panels, where each micro unit is … extent to which ‘observed’ inflation persistence at the aggregate level is due to aggregation and/or common unobserved …

Persistent link: https://www.econbiz.de/10011052295

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

Pilipauskaitė, Vytautė; Surgailis, Donatas - In: Stochastic Processes and their Applications 124 (2014) 2, pp. 1011-1035

We discuss joint temporal and contemporaneous aggregation of N independent copies of AR(1) process with random …

Persistent link: https://www.econbiz.de/10011064933

Aggregation of the generalized fractional processes

Sun, Jingwei; Shi, Wendong - In: Economics Letters 124 (2014) 2, pp. 258-262

The paper studies the interaction between aggregation and persistence pertaining to skip sampling of stock variables as … well as temporal aggregation of flow variables for the generalized fractional processes. We show that, for skip sampling …, the long memory feature at the zero frequency can arise from the aggregation of a generalized fractional series, while …

Persistent link: https://www.econbiz.de/10010933290

Long memory, fractional integration, and cross-sectional aggregation

Haldrup, Niels; Valdés, J. Eduardo Vera - In: Journal of econometrics 199 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011818800

Diffusion in large networks

Grabisch, Michel; Rusinowska, Agnieszka; Venel, Xavier - In: Journal of economic dynamics & control 139 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013464899

Chapter 8 Growth Econometrics

Durlauf, Steven N.; Johnson, Paul A.; Temple, Jonathan R.W. - 2005

This paper provides a survey and synthesis of econometric tools that have been employed to study economic growth. While these tools range across a variety of statistical methods, they are united in the common goals of first, identifying interesting contemporaneous patterns in growth data and...

Persistent link: https://www.econbiz.de/10014023779