Date: 1996
Type: Thesis
Essays on econometric modelling
Florence : European University Institute, 1996, EUI, ECO, PhD Thesis
MARCELLINO, Massimiliano, Essays on econometric modelling, Florence : European University Institute, 1996, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/4999
Retrieved from Cadmus, EUI Research Repository
Table of Contents:
-- A further comment on econometric policy evaluation
-- Temporal aggregation of a VARIMAX process
-- Some temporal aggregation issues in empirical analysis
-- Temporal disaggregation of time series : a further proposal
-- The effects of linear aggregation on common trends and cycles
Additional information:
Defence date: 20 June 1996; Examining board: Prof. Clive Granger, University of California at San Diego ; Prof. Søren Johansen, University of Copenhagen ; Prof. Marco Lippi, University of Rome ; Prof. Grayham Mizon, EUI, Supervisor ; Prof. Pravin Trivedi, University of Indiana, Bloomington; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/4999
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Macroeconomics -- Econometric models
