Pages that link to "Item:Q5703227"
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The following pages link to Temporal disaggregation using multivariate structural time series models (Q5703227):
Displaying 15 items.
- The Chow-Lin method extended to dynamic models with autocorrelated residuals (Q1695692) (← links)
- Constrained retropolation of high-frequency data using related series; a simple dynamic model approach (Q1766997) (← links)
- Temporal and contemporaneous disaggregation of multiple economic time series (Q1969433) (← links)
- Estimation of common factors under cross-sectional and temporal aggregation constraints (Q2889639) (← links)
- A new state-space methodology to disaggregate multivariate time series (Q3077643) (← links)
- THE NEW ZEALAND BUSINESS CYCLE (Q3181962) (← links)
- Temporal Disaggregation of Time Series: An ARIMA-Based Approach (Q3201448) (← links)
- (Q3295380) (← links)
- Temporal disaggregation by state space methods: Dynamic regression methods revisited (Q3422389) (← links)
- A Polynomial Method for Temporal Disaggregation of Multivariate Time Series (Q3447122) (← links)
- Reference Priors for Matrix-Variate Dynamic Linear Models (Q3499079) (← links)
- A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series (Q3652688) (← links)
- (Q4217889) (← links)
- Fast same-step forecast in SUTSE model and its theoretical properties (Q6071719) (← links)
- Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts (Q6147725) (← links)