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Missing Observations in the Dynamic Regression Model

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Palm, Franz C
Nijman, Theo E

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 52 (1984)
Issue (Month): 6 (November)
Pages: 1415-35
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Handle: RePEc:ecm:emetrp:v:52:y:1984:i:6:p:1415-35

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  2. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2005044, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  3. Eric Ghysels & Joanna Jasiak, 1997. "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers 97s-06, CIRANO. [Downloadable!]
  4. Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003. "La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador," Documentos de trabajo conjunto ULL-ULPGC 2003-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  5. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June. [Downloadable!] (restricted)
  6. José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September. [Downloadable!]
  7. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA. [Downloadable!]
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