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What do we know about comparing aggregate and disaggregate forecasts?
Sbrana, Giacomo; Silvestrini, Andrea - 2009
Persistent link: https://www.econbiz.de/10003850961
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Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea - 2009
Persistent link: https://www.econbiz.de/10003986597
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Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila; Ortega, Juan-Pablo - In: Journal of forecasting 33 (2014) 8, pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
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Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
Grigoryeva, Lyudmila; Ortega, Juan-Pablo - In: International journal of computational economics and … 5 (2015) 3, pp. 289-318
Persistent link: https://www.econbiz.de/10011413834
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[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred - In: Journal of economics 50 (1989) 2, pp. 198-199
Persistent link: https://www.econbiz.de/10001344074
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ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
Man, K. S.; Tiao, George C. - In: Journal of forecasting 28 (2009) 2, pp. 89-101
Persistent link: https://www.econbiz.de/10003814266
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The impact of temporal aggregation on supply chains with ARMA(1,1) demand processes
Rostami-Tabar, Bahman; Babai, M. Zied; Ali, Mohammad; … - In: European journal of operational research : EJOR 273 (2019) 3, pp. 920-932
Persistent link: https://www.econbiz.de/10011987658
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Mixed frequency models with MA components
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018
Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature …
Persistent link: https://www.econbiz.de/10011937289
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Mixed frequency models with MA components
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018
Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature …
Persistent link: https://www.econbiz.de/10011792277
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Forecasting Aggregated Vector ARMA Processes
Lütkepohl, Helmut - 1987
.6 Conclusions and Comments -- 7. Temporal Aggregation of Stock Variables - Systematically Missing Observations -- 7.1 Forecasting …. Temporal Aggregation of Flow Variables -- 8.1 Forecasting with Known Processes -- 8.2 Forecasts Based on Processes with … Relation (8.2.23) -- 9. Joint tTemporal and Contemporaneous Aggregation -- 9.1 Summary of Processes and Predictors -- 9 …
Persistent link: https://www.econbiz.de/10013519051