Temporal aggregation of a VARIMAX process

Massimiliano Marcellino

Year of publication:	1995
Authors:	Marcellino, Massimiliano
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep.
Subject:	Aggregation \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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