Temporal and contemporaneous disaggregation of multiple economic time series

Víctor Guerrero () and Fabio Nieto

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, vol. 8, issue 2, 459-489

Keywords: Data-based procedure; discrepancy measure; Kalman filter; mean square error; vector autoregressive models; Primary 62M10; secondary 62F30; 62H12 (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02595880 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:8:y:1999:i:2:p:459-489

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/BF02595880

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().