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Journal of Time Series Analysis
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Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals
Zadrozny, Peter A.
;
Chen, Baoline
- In:
Journal of Time Series Analysis
40
(
2019
)
6
,
pp. 968-986
Persistent link: https://www.econbiz.de/10012192358
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Econometric Modelling with Mixed Frequency and Temporally Aggregated Data
Chambers, Marcus J.
;
Zadrozny, Peter A.
- In:
Journal of Time Series Analysis
40
(
2019
)
6
,
pp. 869-871
Persistent link: https://www.econbiz.de/10012192362
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Estimation of vector error correction models with mixed-frequency data
Seong, Byeongchan
;
Ahn, Sung K.
;
Zadrozny, Peter A.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 194-205
Persistent link: https://www.econbiz.de/10010642587
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