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

Modelling high frequency non-financial big time series with an application to jobless claims in Chile

Espasa Terrades, Antoni; Carlomagno, Guillermo - 2023

Persistent link: https://www.econbiz.de/10015173668

Missing aggregate dynamics : on the slow convergence of lumpy adjustment models

Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2017

Persistent link: https://www.econbiz.de/10011776554

Missing aggregate dynamics : on the slow convergence of lumpy adjustment models

Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2015

Persistent link: https://www.econbiz.de/10011577984

Nonfractional long-range dependence : long memory, antipersistence, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …

Persistent link: https://www.econbiz.de/10012697497

Weigh(t)ing the basket : aggregate and component-based inflation forecasts for the euro area

Chalmovianský, Jakub; Porqueddu, Mario; Sokol, Andrej - 2020

We compare direct forecasts of HICP and HICP excluding energy and food in the euro area and five member countries to aggregated forecasts of their main components from large Bayesian VARs with a shared set of predictors. We focus on conditional point and density forecasts, in line with...

Persistent link: https://www.econbiz.de/10012384462

A new feature selection technique applied to credit scoring data using a rank aggregation approach based on optimization, genetic algorithm, and similarity

Bouaguel, Waad; Mufti, Ghazi Bel; Limam, Mohamed - In: Knowledge discovery process and methods to enhance …, (pp. 347-375). 2015

Persistent link: https://www.econbiz.de/10012123362

Temperature anomalies, long memory, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 1/9, pp. 1-22

-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

Persistent link: https://www.econbiz.de/10012483296

On aggregation of micro-relations : a research program

Hildenbrand, Werner; Kneip, Alois - In: Revue économique : revue bimestrielle 51 (2000) 3, pp. 435-443

Persistent link: https://www.econbiz.de/10001504046

Inflation targeting in practice : further evidence

Lee, Jim - In: Contemporary economic policy : a journal of Western … 17 (1999) 3, pp. 332-347

Persistent link: https://www.econbiz.de/10001447607