Aggregation effect and forecasting temporal aggregates of long memory processes
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Rossana, Robert J & Seater, John J, 1995.
"Temporal Aggregation and Economic Time Series,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 13(4), pages 441-451, October.
- John J. Seater & Robert J. Rossana, "undated". "Temporal Aggregation and Economic Time Series," Working Paper Series 19, North Carolina State University, Department of Economics.
- Chambers, Marcus J, 1998. "Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1053-1072, November.
- Chambers, MJ, 1995. "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 2766, University of Essex, Department of Economics.
- Hwang, Soosung, 2000. "The Effects Of Systematic Sampling And Temporal Aggregation On Discrete Time Long Memory Processes And Their Finite Sample Properties," Econometric Theory, Cambridge University Press, vol. 16(03), pages 347-372, June.
- Soosung Hwang, 1999. "The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and their Finite Sample Properties," Working Papers wp99-15, Warwick Business School, Finance Group.
- Man, K. S., 2003. "Long memory time series and short term forecasts," International Journal of Forecasting, Elsevier, vol. 19(3), pages 477-491.
- Souza, Leonardo R. & Smith, Jeremy, 2004. "Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 20(3), pages 487-502.
- Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March. Full references (including those not matched with items on IDEAS)