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N°14-43: Estimating Aggregate Autoregressive Processes When Only Macro Data are Available, E. Jondeau and F. Pelgrin, 2014.
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N°14-43: Estimating Aggregate Autoregressive Processes When Only Macro Data are Available, E. Jondeau and F. Pelgrin, 2014.
Authors
E. Jondeau
,
F. Pelgrin
Category
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2464621