No. 685 - Temporal aggregation of univariate and multivariate time series models: A survey

by Andrea Silvestrini and David Veredas
August 2008
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We present a unified and up-to-date overview of temporal aggregation techniques for univariate and multivariate time series models explaining in detail how these techniques are employed. Some empirical applications illustrate the main issues.

Published in 2008 in: Journal of Economic Surveys, v. 22, 3, pp. 458-497

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  1. 05 September 2008
    No. 685 - Temporal aggregation of univariate and multivariate time series models: A survey
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