You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Temporal Aggregation in the Multiple Regression Model
Vol. 46, No. 3 (May, 1978), pp. 643-661
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/1914238
Page Count: 19
You can always find the topics here!Topics: Aggregation, Integers, Economic theory, Perceptron convergence procedure, Regression analysis, Multiple regression, Eigenvalues, Quarterly estimates, Economic models, Macroeconomic modeling
Were these topics helpful?See somethings inaccurate? Let us know!
Select the topics that are inaccurate.
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
The regression relation between regularly sampled Y(t) and X"19t),..., X"N(t) implied by an underlying model in which time enters more generally is studied. The underlying model includes continuous distributed lags, discrete models, and stochastic differential equations as special cases. The relation between parameters identified by regular samplings of Y and X"j and those of the underlying model is characterized. Sufficient conditions for identification of the underlying model in the limit as disaggregation over time proceeds are set forth. Empirical evidence presented suggests that important gains can be realized from temporal disaggregation in the range of conventional measurement frequencies for macroeconomic data.
Econometrica © 1978 The Econometric Society