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Journal of Business & Economic Statistics Volume 8, 1990 - Issue 4
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Original Articles

Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models

Theo E. Nijman Department of Econometrics, Tilburg University, 5000 LE Tilburg, Netherlands
&
Franz C. Palm Department of Economics, University of Limburg, 6200 MD Maastricht, Netherlands
Pages 405-415 | Published online: 02 Jul 2012

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Read on this site (1)

Octavio Ramirez, Jeff Mullen & Alba J. Collart. (2014) Insights into the appropriate level of disaggregation for efficient time series model forecasting. Journal of Applied Statistics 41:10, pages 2298-2311.
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Articles from other publishers (5)

Jose Manuel Pavía-Miralles. (2010) A Survey of Methods to Interpolate, Distribute and Extra- polate Time Series. Journal of Service Science and Management 03:04, pages 449-463.
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Andrea Silvestrini, Laurent Moulin, Matteo Salto & David Veredas. (2005) Monitoring and Forecasting Annual Public Deficit. The Case of France. SSRN Electronic Journal.
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Robert D. Allen, Mark S. Beasley & Bruce C. Branson. (1998) Improving the Accuracy and Precision of Analytical Procedures Using Multilocation Data. SSRN Electronic Journal.
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Thomas Götz & Erik Haustein. (2018) Bayesian Compression for Mixed Frequency Vector Autoregressions: A Forecast Study for Germany. SSRN Electronic Journal.
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Andrea Silvestrini & David Veredas. (2008) Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey. SSRN Electronic Journal.
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