Comparing aggregate and disaggregate forecasts of first order moving average models

Giacomo Sbrana and Andrea Silvestrini

Statistical Papers, 2012, vol. 53, issue 2, 255-263

Keywords: Contemporaneous aggregation; Forecasting; Vector moving average models (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00362-010-0333-6

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