Missing observations in ARIMA models: Skipping approach versus additive outlier approach
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- Agustín Maravall & Daniel Peña, 1996. "Missing Observations and Additive Outliers in Time Series Models," Banco de Espa�a Working Papers 9612, Banco de Espa�a.
- Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
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