Date: 1996
Type: Thesis
Essays on econometric modelling
Florence, European University Institute, 1996, EUI PhD theses, Department of Economics
MARCELLINO, Massimiliano, Essays on econometric modelling, Florence, European University Institute, 1996, EUI PhD theses, Department of Economics - 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 PhD theses; Department of Economics
LC Subject Heading: Macroeconomics -- Econometric models
