Aggregation of space-time processes.

DOI10.1016/S0304-4076(03)00132-5zbMath1034.62092OpenAlexW3021456546MaRDI QIDQ1421310

Clive W. J. Granger, Raffaella Giacomini

Publication date: 26 January 2004

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00132-5

zbMATH Keywords

VARAggregationSpatial correlationForecast efficiencySpace-time models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30)

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