Prediction of temporally aggregated systems involving both stock and flow variables

DOI10.1007/BF02924335zbMath0685.62094OpenAlexW2020520611MaRDI QIDQ4203682

Helmut Lütkepohl

Publication date: 1989

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924335

zbMATH Keywords

nonstationary processesstationary processespredictorsstock and flow variablesdisaggregated variablesestimated processessystem of temporally aggregated variables

Mathematics Subject Classification ID

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

Related Items (1)

Reverse restricted MIDAS model with application to US interest rate forecasts

Cites Work

• Forecasting aggregated vector ARMA processes
• Effect of systematic sampling on arima models
• The Effect of Aggregation on Prediction in the Autoregressive Model
• Unnamed Item

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