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Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella, (2015)
Temporal aggregation in macroeconomics
Thornton, Michael A., (2013)
Aggregate Structural Macroeconomic Modelling : A Reconsideration and Defence
Setterfield, Mark, (2012)
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A., (2017)
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A., (2016)