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dc.contributor.authorMARCELLINO, Massimiliano
dc.date.accessioned2011-04-20T14:03:54Z
dc.date.available2011-04-20T14:03:54Z
dc.date.issued1998
dc.identifier.citationAdvances In Econometrics, Vol 13 1998, 1998, 13, 181-202
dc.identifier.urihttps://hdl.handle.net/1814/16780
dc.description.abstractWe suggest a simple non-model-based procedure to recover a time series from its temporally aggregated realizations. If additional assumptions on the underlying process are introduced, it is shown that the procedure is related to many of the former proposals in the literature. It can also be easily modified to deal with the estimation of missing observations and outliers, and with forecasting. Finally, some important identification issues are discussed.
dc.titleTemporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model-Based Procedure
dc.typeArticle
dc.neeo.contributorMARCELLINO|Massimiliano|aut|EUI70008
dc.identifier.volume13
dc.identifier.startpage181
dc.identifier.endpage202
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