Asymmetric time aggregation and its potential benefits for forecasting annual data

Author(s)
Robert Kunst, Philip Hans Franses
Organisation(s)
Department of Economics
External organisation(s)
Erasmus University Rotterdam
Journal
Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna
Volume
49
Pages
363 - 387
ISSN
0377-7332
DOI
https://doi.org/10.1007/s00181-014-0864-0
Publication date
08-2015
Peer reviewed
Yes
Austrian Fields of Science 2012
Econometrics
Portal url
https://ucris.univie.ac.at/portal/en/publications/asymmetric-time-aggregation-and-its-potential-benefits-for-forecasting-annual-data(8d54b3c5-a52b-42ee-91d0-2542e3b118a8).html