NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Effects Of Aggregation Over Time On Dynamic Characteristics Of An Econometric Model

Robert F. Engle, Ta-Chung Liu

Chapter in NBER book Econometric Models of Cyclical Behavior, Vols. 1 and 2 (1972), Bert G. Hickman, ed. (p. 673 - 738)
Published in 1972 by NBER
in NBER Book Series Studies in Income and Wealth

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