Listagem FGV EPGE - Ensaios Econômicos por Título "A note on Chambers's 'long memory and aggregation in macroeconomic time series'"
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A note on Chambers's 'long memory and aggregation in macroeconomic time series'
2003-10-07Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, ...
