Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model

Robert F. Engle & Ta-Chung Liu
Published Date
Copyright 1972
ISBN 0870142321
Book: Econometric Models of Cyclical Behavior, Volumes 1 and 2
Book editor: Bert G. Hickman
PUBLISHER: NBER
Series: Studies in Income and Wealth
Download Purchase Book
  • Robert 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.

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