The pairwise approach to model a large set of disaggregates with common trends Working Papers

Overview

authors

ESPASA TERRADES, ANTONI

publisher

EDIT121568

publication date

2014

series title

Statistics and Econometrics Series

full text

http://hdl.handle.net/10016/18912

series number

14-09

keywords

common trends; cointegration; factor models; disaggregation; forecast model selection; forecast combination; outliers treatment