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When is an aggregate of a time series efficiently forecast by its past?

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Author Info
Kohn, Robert

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582974-3/2/f7d1e0fa05e35813dd68ee419e678cb7
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 18 (1982)
Issue (Month): 3 (April)
Pages: 337-349
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Handle: RePEc:eee:econom:v:18:y:1982:i:3:p:337-349

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  1. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]
  2. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  3. David F. Hendry & Kirstin Hubrich, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank. [Downloadable!]
    Other versions:
  4. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
    Other versions:
  5. K. Hubrich, 2001. "Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance," WO Research Memoranda (discontinued) 661, Netherlands Central Bank, Research Department. [Downloadable!]
  6. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics. [Downloadable!]
  7. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics. [Downloadable!]
    Other versions:
  8. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute. [Downloadable!]
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