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EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - 2014
aggregation, and any pattern of missing values. …
Persistent link: https://www.econbiz.de/10010402282
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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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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - In: Journal of business cycle measurement and analysis : a … (2010) 2, pp. 37-62
Persistent link: https://www.econbiz.de/10008938374
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
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Linear prediction of temporal aggregates under model misspecification
Man, K. S. - In: International journal of forecasting 20 (2004) 4, pp. 659-670
Persistent link: https://www.econbiz.de/10002434338
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To aggregate or not to aggregate : forecasting of finite autocorrelated demand
Rostami-Tabar, Bahman; Babai, M. Zied; Syntetos, Aris A. - In: Journal of the Operational Research Society 74 (2023) 8, pp. 1840-1859
Persistent link: https://www.econbiz.de/10014336347
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A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia; Li, Handong - In: Journal of forecasting 42 (2023) 5, pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
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Seize the last day : period-end-point sampling for forecasts of temporally aggregated data
Ellwanger, Reinhard; Snudden, Stephen; Arango-Castillo, … - 2023
Persistent link: https://www.econbiz.de/10014437443
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Forecasting Aggregate Period Specific Birth Rates : The Time Series Properties of a Microdynamic Neoclassical Model of Fertility
Heckman, James J. - 1989
criticized for being nonrobust when adjusted for serial correlation. Moreover, the forecasting power of these aggregative … incorporate key demographic restrictions and when they are properly aggregated, they have considerable forecasting power …
Persistent link: https://www.econbiz.de/10012475910
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Forecasting Brazilian Inflation by Its Aggregate and Disaggregated Data : A Test of Predictive Power by Forecast Horizon
Carlos, Thiago - 2016
inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data from IPCA over twelve months ahead … models and Markov-switching. The forecasting accuracy among models will be made by the selection model procedure known as …
Persistent link: https://www.econbiz.de/10013007692