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• W1956922639 abstract "In this paper we feature state-of-the-art econometric methodology of temporal aggregation for univariate linear time series, namely ARIMA-GARCH models. We present a unified overview of temporal aggregation techniques for this broad class of processes and we explain in detail, although intuitively, the technical machinery behind the results. An empirical application with Belgian public deficit data illustrates the main issues." @default.
• W1956922639 created "2016-06-24" @default.
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• W1956922639 date "2005-08-01" @default.
• W1956922639 modified "2023-09-27" @default.
• W1956922639 title "TEMPORAL AGGREGATION OF UNIVARIATE LINEAR TIME SERIES MODELS" @default.
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