Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model
Published Date
Copyright 1972
ISBN 0870142321
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Copy CitationRobert F. Engle and Ta-Chung Liu, Econometric Models of Cyclical Behavior, Volumes 1 and 2 (NBER, 1972), chap. 7, https://www.nber.org/books-and-chapters/econometric-models-cyclical-behavior-volumes-1-and-2/effects-aggregation-over-time-dynamic-characteristics-econometric-model.