Brewer, K. R. W. Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models. (English) Zbl 0268.90016 J. Econom. 1, 133-154 (1973). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 32 Documents MSC: 91B84 Economic time series analysis 91B60 Trade models 90B05 Inventory, storage, reservoirs PDF BibTeX XML Cite \textit{K. R. W. Brewer}, J. Econom. 1, 133--154 (1973; Zbl 0268.90016) Full Text: DOI References: [1] Box, G. E.P.; Jenkins, G. M., Time Series Analysis, Forecasting and Control (1970), Holden-Day: Holden-Day San Francisco · Zbl 0109.37303 [2] Durbin, J., Efficient fitting of linear models for continuous stationary time series from discrete data, Bulletin of the Intern. Stat. Inst., 38, 273-282 (1961) · Zbl 0104.37803 [3] Engle, R. F., Biases from Time-Aggregation of Distributed Lag Models, (Ph.D. Thesis (1969), Cornell University, University Microfilms: Cornell University, University Microfilms Ann Arbor, Michigan) [4] Mundlak, Yair, Aggregation over time in distributed lag models, Int. Ec. Review, 2, 154-163 (1961) · Zbl 0109.14201 [5] Pagan, A. R., Alternative estimators of ARMAX models, (Working Paper No. 4 (1971), Dept. of Economics, R.S.S.S., A.N.U: Dept. of Economics, R.S.S.S., A.N.U Canberra, Australia) · Zbl 0542.62097 [6] Quenouille, M. H., Discrete autoregressive schemes with varying time intervals, Metrika, 1, 21-27 (1958) · Zbl 0083.15005 [7] Sims, Christopher, Discrete approximations to continuous time distributed lags in econometrics, (Discussion Paper No. 43 (1968), Harvard Institute of Economic Research: Harvard Institute of Economic Research Cambridge, Mass) · Zbl 0224.90021 [8] Telser, Lester, Discrete samples and moving sums in stationary stochastic processes, J. Amer. Statist. Assoc., 62, 484-499 (1967) [9] Zellner, Arnold, On the analysis of first order autoregressive models with incomplete data, Int. Ec. Review, 7, 72-76 (1966) · Zbl 0141.34503 [10] Zellner, Arnold; Montmarquette, Claude, A study of some aspects of temporal aggregation problems in econometric analyses, (Paper circulated at Australasian Conference of Econometricians (1971), Monash University: Monash University Melbourne) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.