Temporal disaggregation and restricted forecasting of multiple population time series

DOI10.1080/02664761003692316MaRDI QIDQ5124803zbMATH OpenOpenAlexFDO

Authors Eliud Silva, Victor M. Guerrero, Daniel Peña

Publication date 30 September 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664761003692316

zbMATH Keywords

compatibility testingdemographic forecastingmeasurement errormultivariate time seriespreliminary seriesVAR models

Mathematics Subject Classification ID

Statistics (62-XX)

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• Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
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Cited in

(1)

• Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP

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