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The use of monthly and quarterly data in an ARMA model

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  • Den Butter, F. A. G.

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  • Den Butter, F. A. G., 1976. "The use of monthly and quarterly data in an ARMA model," Journal of Econometrics, Elsevier, vol. 4(4), pages 311-324, November.
    • Handle: RePEc:eee:econom:v:4:y:1976:i:4:p:311-324
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    Cited by:

    1. Nicholas Taylor, 2008. "The predictive value of temporally disaggregated volatility: evidence from index futures markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 721-742.
    2. Ramirez, Octavio A., 2011. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," Faculty Series 113520, University of Georgia, Department of Agricultural and Applied Economics.
    3. Yue Fang & Sergio G. Koreisha, 2004. "Updating ARMA predictions for temporal aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 275-296.

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