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A Random Walk, Markov Model for the Distribution of Time Series
2 references·16 citing·46 second hop
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this work references cited by second hop

References

  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited

Cited by

  • 1988Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory187 cited
  • 2015The effectiveness of different forms of online advertising for purchase conversion in a multiple-channel attribution framework168 cited
  • 1988Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates144 cited
  • 2004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation121 cited
  • 1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES120 cited
  • 2013Short-term inflation projections: A Bayesian vector autoregressive approach114 cited
  • 2022Predictive analytics for demand forecasting: A deep learning-based decision support system114 cited
  • 1989Systematic Sampling, Temporal Aggregation, and the Study of Political Relationships104 cited
  • 2001The Chow-Lin method using dynamic models94 cited
  • 2010EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions93 cited
  • 2016Signals from the government: Policy disagreement and the transmission of fiscal shocks93 cited
  • 2005

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Temporal disaggregation using multivariate structural time series models
87 cited
  • 1985Quantitative Forecasting-The State of the Art: Econometric Models87 cited
  • 2006Temporal disaggregation by state space methods: Dynamic regression methods revisited83 cited
  • 1993Political Surfing over Economic Waves: Parliamentary Election Timing in India82 cited
  • 2012An Estimated DSGE Model of the Indian Economy66 cited