Temporal and contemporaneous disaggregation of multiple economic time series
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Publication:1969433
DOI10.1007/BF02595880zbMath0938.62131MaRDI QIDQ1969433
Victor M. Guerrero, Fabio H. Nieto
Publication date: 13 June 2000
Published in: Test (Search for Journal in Brave)
Kalman filter; mean square error; vector autoregressive models; discrepancy measure; data-based procedure
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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