1. Kohn, Robert, 1982. "When is an aggregate of a time series efficiently forecast by its past?," Journal of Econometrics, Elsevier, vol. 18(3), pages 337-349, April. [Downloadable!] (restricted)
2. Tobias, Justin & Zellner, Arnold, 2004. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers 12024, Iowa State University, Department of Economics.
   Other versions:
   • Zellner, Arnold & Tobias, Justin, 2005. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers 12371, Iowa State University, Department of Economics.
   • Zellner, Arnold & Tobias, Justin, 1998. "A note on aggregation, disaggregation and forecasting performance," CUDARE Working Paper Series 869, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
3. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
   Other versions:
   • Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Thomas Doan & Robert Litterman & Christopher Sims, 1984. "Forecasting and conditional projection using realistic prior distributions," Econometric Reviews, Taylor and Francis Journals, vol. 3(1), pages 1-100. [Downloadable!] (restricted)
4. Elhorst, J.P., 2000. "Dynamic models in space and time," Research Report 00C16, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
5. Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-88, July. [Downloadable!] (restricted)
   Other versions:
   • M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," UCLA Economics Working Papers 485, UCLA Department of Economics. [Downloadable!]
6. Pinkse, Joris & Slade, Margaret E., 1998. "Contracting in space: An application of spatial statistics to discrete-choice models," Journal of Econometrics, Elsevier, vol. 85(1), pages 125-154, July. [Downloadable!] (restricted)
7. Aigner, Dennis J & Goldfeld, Stephen M, 1974. "Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components," Econometrica, Econometric Society, vol. 42(1), pages 113-34, January. [Downloadable!] (restricted)
8. Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October. [Downloadable!] (restricted)
9. Baillie, Richard T., 1980. "Predictions from ARMAX models," Journal of Econometrics, Elsevier, vol. 12(3), pages 365-374, April. [Downloadable!] (restricted)
10. Patrick E. Brown & Gareth O. Roberts & Kjetil F. Kåresen & Stefano Tonellato, 2000. "Blur-generated non-separable space-time models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 847-860. [Downloadable!] (restricted)
11. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer, vol. 21(1), pages 243-247, December. [Downloadable!] (restricted)
12. Hall, Alastair R, 1994. "Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 461-70, October.

Cited by:
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1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada. [Downloadable!]
2. Maximilian Auffhammer & Richard Carson & Teresa Garin-Munoz, 2004. "Forecasting China's Carbon Dioxide Emissions: A Provincial Approach," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 971, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
3. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Working Papers 05-31, Bank of Canada. [Downloadable!]
4. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," Statistics and Econometrics Working Papers ws080101, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
5. Kamarianakis, Yiannis & Prastacos, Poulicos, 2002. "Space-time modeling of traffic flow," ERSA conference papers ersa02p141, European Regional Science Association. [Downloadable!]
6. Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
7. Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand," CRIEFF Discussion Papers 0519, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
8. Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "A Model of Regional Housing Markets in England and Wales," CRIEFF Discussion Papers 0508, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
9. Rubén Hernández-Murillo & Michael T. Owyang, 2004. "The information content of regional employment data for forecasting aggregate conditions," Working Papers 2004-005, Federal Reserve Bank of St. Louis. [Downloadable!]
   Other versions:
   • Hernandez-Murillo, Ruben & Owyang, Michael T., 2006. "The information content of regional employment data for forecasting aggregate conditions," Economics Letters, Elsevier, vol. 90(3), pages 335-339, March. [Downloadable!] (restricted)
10. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria. [Downloadable!]
11. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
    • Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre. [Downloadable!]