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

authors

  • CARLOMAGNO REAL, GUILLERMO
  • ESPASA TERRADES, ANTONI

publication date

  • 2014

series title

  • Statistics and Econometrics Series

series number

  • 14-09

keywords

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