Fok, D.; Dijk, D.J.C. van; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2004
, Econometrica 57, 357{384.
Owyang, M.T., J. Piger, and H.J. Wall (2004), Business cycle phases in U.S. states, Review
of Economics …-speciflc component series.
Keywords: Data aggregation, Forecasting, Panel of time series, Business
cycle, Nonlinearity, Multi … thank participants
of the First International Institute of Forecasters’ Workshop \Nonlinearities, Business Cycles and …