Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

B-Tier
Journal: International Journal of Forecasting
Year: 2004
Volume: 20
Issue: 3
Pages: 487-502

Authors (2)

Souza, Leonardo R. (United Nations) Smith, Jeremy (University of Warwick)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:intfor:v:20:y:2004:i:3:p:487-502
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29