Gerli, Massimo; Marini, Giovanni - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 3, pp. 373-405
Spatial and Temporal Time Series Conversion - A Consistent Estimator of the Error Variance-Covariance Matrix. Abstract: We focus on the problem of time series conversion from low to high frequency satisfying the twofold temporal and spatial constraint. We offer a simple solution to...
