Universite catholique de Louvain Faculte des sciences economiques, sociales et politiques Departement des sciences economiques - CORE Essays on aggregation and cointegration of econometric models Andrea...

We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues