Kapuscinski, Cezary Aleksander
Temporal specification in applied econometrics is concerned with the
identification, formulation and analysis of the linkage between aspects of a model
and a data set which relate to time. One of the most visible manifestations of the
temporal features of a model or data is the basic time interval. In fact, such an
interval is intrinsic to every data generation process operating in the real world
and, hence, is present in every economic model. Similarly, the data observation
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