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Asymmetric time series and temporal aggregation
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Economics.
1999 (English)In: REVIEW OF ECONOMICS AND STATISTICS, ISSN 0034-6535, Vol. 81, no 2, 341-344 p.Article in journal (Refereed) Published
Abstract [en]

The detection of nonlinearities could depend on the sampling frequency. Asymmetric monthly series may become symmetric when aggregated to quarterly or annual frequencies. We test against nonlinearity using the nonlinear autoregressive asymmetric moving av

Place, publisher, year, edition, pages
M I T PRESS , 1999. Vol. 81, no 2, 341-344 p.
Keyword [en]
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URN: urn:nbn:se:uu:diva-42749OAI: oai:DiVA.org:uu-42749DiVA: diva2:70651
Note
Brannas K, Umea Univ, Dept Econ, SE-90187 Umea, Sweden. Umea Univ, Dept Econ, SE-90187 Umea, Sweden. Uppsala Univ, Dept Econ, SE-75120 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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