Autore:
Marcellino, Massimiliano
Titolo:
Temporal disaggregation, missing observations, outliers, and forecasting: A unifying non-model based procedurePeriodico:
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papersAnno:
1997 - Fascicolo:
30 - Pagina iniziale:
1 - Pagina finale:
29We suggest a simple non model based procedure to recover a time series from its temporally aggregated realizations. If additional assumptions on the underlying process are introduced, it is shown that the procedure is related to many of the former proposals in the literature. It can also be easily modified to deal with the estimation of missing observations and outliers, and with forecasting. Some important identification issues are finally discussed
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Testo completo:
http://hdl.handle.net/1814/639Esportazione dati in Refworks (solo per utenti abilitati)
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