@inbook{NBERc2787,
 Crossref = "NBERhick72-1",
 title = "Effects Of Aggregation Over Time On Dynamic Characteristics Of An Econometric Model",
 author = "Robert F. Engle and Ta-Chung Liu",
 BookTitle = "Econometric Models of Cyclical Behavior, Vols. 1 and 2",
 Publisher = "NBER",
 pages = "673-738",
 year = "1972",
 URL = "http://www.nber.org/chapters/c2787",
}
@book{NBERhick72-1,
 title = "Econometric Models of Cyclical Behavior, Vols. 1 and 2",
 author = "Bert G. Hickman",
 institution = "National Bureau of Economic Research",
 type = "Book",
 publisher = "NBER",
 year = "1972",
 URL = "http://www.nber.org/books/hick72-1",
}