Forecasting Aggregated Vector ARMA Processes
Processus stochastiques
Économétrie
Prévision économique
Time-series analysis
Prognose
Mathematical Economics
Econometrics
Economic forecasting
Méthodes statistiques
Statistical methods
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last d…
Not available to read online
This scan is restricted to patrons with print disabilities and can't be borrowed with a regular free account — signing up won't unlock it. Try Toronto Public Library, Libby, or Amazon above instead.