Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies
Published in Journal of the American Statistical Association, 2015
Recommended citation: McElroy, T. and Monsell, B. (2015) "Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies." Journal of the American Statistical Association 110, 1284-1303.
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