On Aggregation of Linear Dynamic Models
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Cited by:
- Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
- van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000.
"Cross-sectional aggregation of non-linear models,"
Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
- Van Garderen, K. J. & Lee, K. & Pesaran M., 1998. "Cross-sectional Aggregation of Non-linear Models," Cambridge Working Papers in Economics 9803, Faculty of Economics, University of Cambridge.
- Binder, Michael & Pesaran, M. Hashem, 2001. "Life-cycle consumption under social interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 35-83, January.
- Karim Maher Abadir, 2004.
"Cointegration Theory, Equilibrium and Disequilibrium Economics,"
Manchester School, University of Manchester, vol. 72(1), pages 60-71, January.
- Abadir, Karim & Larsson, R., 1994. "Cointegration Theory, Equilibrium and Disequilibrium Economics," Discussion Papers 9407, University of Exeter, Department of Economics.
- Alessandra dal Colle Stievano, 2004. "Finance-Growth Nexus in open economies with outliers," Money Macro and Finance (MMF) Research Group Conference 2004 4, Money Macro and Finance Research Group.
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More about this item
Keywords
Aggregation; Heterogeneous dynamic models; Long memory; Life cycle models under habit formation;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2000-01-31 (Econometrics)
- NEP-ETS-2000-01-31 (Econometric Time Series)
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