Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data
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Many empirical investigations of long-run relations are based on cross-section regressions in averaged or long differenced data that effectively have the time dimension of a T N panel compressed. We analyze a class of time-compressed I(1) data and show that they have magnified variability stemming
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美国国家经济研究局创建时间：
2026-09-01
