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Modeling variables of different frequencies

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Author Info
Abeysinghe, Tilak

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File URL: http://www.sciencedirect.com/science/article/B6V92-4183JKT-9/2/59fab4265c917cd065a716c5694501a4
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Publisher Info
Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 1 ()
Pages: 117-119
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Handle: RePEc:eee:intfor:v:16:y:2000:i:1:p:117-119

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  1. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  2. Tilak Abeysinghe & Anthony S. Tay, 2000. "Dynamic Regressions with Variables Observed at Different Frequencies," Econometric Society World Congress 2000 Contributed Papers 0752, Econometric Society. [Downloadable!]
  3. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008. [Downloadable!]
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This page was last updated on 2009-11-7.


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