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Cross-sectional aggregation of non-linear models
van Garderen, K.J.; Lee, K.; Pesaran, M.H. - In: Journal of econometrics 95 (2000) 2, pp. 285-332
Persistent link: https://www.econbiz.de/10006782154
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Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy
Pesaran, M.H.; Pierse, R.G.; Lee, K.C. - In: Journal of econometrics 56 (1993) 1-2, pp. 57-88
Persistent link: https://www.econbiz.de/10006805317