Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
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- Robert Kunst & Philip Franses, 2015. "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, vol. 49(1), pages 363-387, August.
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More about this item
KeywordsSeasonality; time deformation; prediction; time series;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-24 (All new papers)
- NEP-ECM-2010-07-24 (Econometrics)
- NEP-FOR-2010-07-24 (Forecasting)
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