Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Massimiliano Marcellino & Oscar Jorda, "undated".
"Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data,"
164, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Oscar Jorda & Massimiliano Marcellino, 2003. "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers 02, University of California, Davis, Department of Economics.
- Oscar Jorda & Massimiliano Marcellino, "undated". "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics.
- Oscar Jordà & Massimiliano Marcellino, 2004.
"Time-scale transformations of discrete time processes,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 25(6), pages 873-894, November.
- Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 32, University of California, Davis, Department of Economics.
More about this item
KeywordsTIME SERIES ; MODELS;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
StatisticsAccess and download statistics
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