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Missing observations in ARIMA models: Skipping strategy versus outlier approach

14/01/1997

Missing observations in ARIMA models: Skipping strategy versus outlier approach

Serie: Documentos de Trabajo. 9701.

Autor: Victor Gómez, Agustin Maravall and Daniel Peña

Métodos cuantitativos

  • Tipos de cambio
  • Mercados financieros
  • Tipos de interés

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Missing observations in ARIMA models: Skipping strategy versus outlier approach (1 MB)
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