On Temporal Aggregation of Linear Dynamic Models
推导了确定性线性模型完美时间聚合的充要条件，包括无外生变量和有外生变量两种情况，对从事经济时间序列建模的研究者有参考价值。
The necessary and sufficient conditions for the perfect temporal aggregation of deterministic linear models are derived. For the models without true exogenous variables, they are: 1) the aggregated model must reduce to a system of difference equations of the same order and with basically the same characteristic roots as the disaggregated model, and 2) for each equation of the disaggregated model containing any lagged explanatory variable, the aggregated counterpart must have the same number of explanatory variables as the order of the difference equation system. The case with true exogenous variables is also discussed.