A note on chambers's long memory and aggregation in macroeconomic time series
成果类型：
Article
署名作者：
Souza, LR
署名单位：
Pontificia Universidade Catolica do Rio de Janeiro
刊物名称：
INTERNATIONAL ECONOMIC REVIEW
ISSN/ISSBN：
0020-6598
DOI：
10.1111/j.1468-2354.2005.00357.x
发表日期：
2005
页码：
1059-1062
关键词：
摘要：
This note reviews some results on aggregating discrete-time long memory processes, providing a formula for the spectrum of the aggregates that considers the aliasing effect.