TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
Silvestrini, Andrea
Silvestrini, Andrea
Publication Type
Journal article with impact factor
Editor
Supervisor
Publication Year
2008-07
Journal
Journal of Economic Surveys
Book
Publication Volume
22
Publication Issue
3
Publication Begin page
458
Publication End page
497
Publication Number of pages
Collections
Abstract
Abstract We present a unified and up‐to‐date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail, although intuitively, the technical machinery behind the results. Some empirical applications illustrate the main issues.
Research Projects
Organizational Units
Journal Issue
Keywords
38 Economics, 3802 Econometrics, Neurological