Temporal disaggregation using multivariate structural time series models
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Publication:5703227
DOI10.1111/j.1368-423X.2005.00161.xzbMath1095.91047MaRDI QIDQ5703227
Filippo Moauro, Giovanni Savio
Publication date: 8 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00161.x
Kalman filter; temporal disaggregation; multivariate structural time series models; common structural components
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