scientific article; zbMATH DE number 3885171

MaRDI QIDQ3218979zbMATH OpenFDO

Authors Helmut Lütkepohl

Publication date 1985

zbMATH Keywords

aggregated time seriesasymptotic theorycomparison of predictorsMonte Carlo experiments

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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• Modelling and Forecasting Linear Combinations of Time Series
• scientific article; zbMATH DE number 89410 (Why is no real title available?)
• Prediction of temporally aggregated systems involving both stock and flow variables
• COMPARISON OF TIME AND CROSS-SECTIONAL AGGREGATION UNDER A TIME SERIES RANDOM COMPONENT MODEL
• Comparing aggregate and disaggregate forecasts of first order moving average models
• Forecasting aggregated moving average processes with an application to the euro area real interest rate
• The effects of disaggregation on forecasting nonstationary time series
• Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate

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