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Missing observations in ARIMA models: Skipping approach versus additive outlier approach

Victor Gomez, Agustin Maravall () and Daniel Peña

Journal of Econometrics, 1998, vol. 88, issue 2, 341-363

Date: 1998
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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