✦ LIBER ✦

Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence

✍ Scribed by C.W.J. Granger; Pierre L. Siklos

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 872 KB
Volume: 66
Category: Article
ISSN: 0304-4076
DOI: 10.1016/0304-4076(94)01622-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Systematic sampling and temporal aggrega

Systematic sampling and temporal aggregation in time series models

✍ Andrew A. Weiss 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 592 KB

Temporal aggregation and systematic samp

Temporal aggregation and systematic sampling in structural time-series models

✍ Pilar González 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 540 KB

## Abstract Given a structural time‐series model specified at a basic time interval, this paper deals with the problems of forecasting efficiency and estimation accuracy generated when the data are collected at a timing interval which is a multiple of the time unit chosen to build the basic model.

Systematic sampling of nonlinear models:

Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

✍ Ivan Paya; David A. Peel 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 91 KB

The structure of the models and the speed of adjustment to shocks reported are radically different. In this paper we examine the implications of systematic sampling. The results obtained show that regular sampling of the process seems important in attempting to explain the apparently contradictory r