TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY

We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues. Copyright © 2008 The Authors. Journal compilation © 2008 Blackwell Publishing Ltd.

MoreLess

Year of publication:	2008
Authors:	Silvestrini, Andrea ; Veredas, David
Published in:	Journal of Economic Surveys. - Wiley Blackwell. - Vol. 22.2008, 3, p. 458-497
Publisher:	Wiley Blackwell

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005215083