Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999)
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DOI: 10.1002/for.1042
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- Pérez, Javier J. & Pedregal, Diego J., 2008. "Should quarterly government finance statistics be used for fiscal surveillane in Europe?," Working Paper Series 937, European Central Bank.
- Qian, Hang, 2013. "Vector Autoregression with Mixed Frequency Data," MPRA Paper 47856, University Library of Munich, Germany.
- Qian, Hang, 2012. "A Flexible State Space Model and its Applications," MPRA Paper 38455, University Library of Munich, Germany.
- Klaus Wohlrabe, 2009. "Makroökonomische Prognosen mit gemischten Frequenzen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(21), pages 22-33, November.
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