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Forecasting Contemporaneously Aggregated Vector ARMA Processes

https://doi.org/10.1080/07350015.1984.10509388
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22/22 checkable references clean · checked 2026-07-26

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 22 checked references that resolve
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Temporal Aggregation and Time Series
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Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters
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Forecasting aggregates of independent Arima processes
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Estimating the Dimension of a Model
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Selection of the order of an autoregressive model by Akaike's information criterion
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Macroeconomics and Reality
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Modeling Multiple Time Series with Applications
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Forecasting contemporal aggregates of multiple time series
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Multiple Time Series Modeling and Extended Sample Cross-Correlations
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The 6 references without a DOI — listed, not checked
no DOI — not checkedAkaike , H. 1973 . “Information Theory and an Extension of the Maximum Likelihood Principle,”. ” . In 2nd International Symposium on Information Theory Edited by: Petrov , B. N. and Csáki , F. 267 – 281 . Budapest : Akadémiai Kiadó. .
no DOI — not checkedJudge , G. G. , Hill , R. C. , Griffiths , W. E. , Lütkepohl , H. and Lee , T.-C. 1982 . Introduction to the Theory and Practice of Econometrics New York : John Wiley. .
no DOI — not checkedLewis , R. and Reinsel , G. “Prediction of Multivariate Time Series by Autoregressive Model Fitting,” . Proceedings of the Business and Economic Statistics Section, American Statistical Association . pp. 149 – 154 .
no DOI — not checkedLütkepohl , H. “Linear Transformations of Vector ARMA Pro cesses,” . Journal of Econometrics. , (in press)
no DOI — not checkedLütkepohl , H. and Dornbusch , S. 1983 . “A Computer Program for Fitting Subset Vector Autoregressions,” Universität Osnabrück. . unpublished paper
no DOI — not checkedWei , W. W. S. 1978 . “Some Consequences of Temporal Aggregation in Seasonal Time Series Models,”. ” . In Seasonal Analysis of Economic Time Series Edited by: Zellner , A. 433 – 444 . Washington , D.C. : U.S. Government Printing Office (U.S. Department of Commerce, Bureau of the Census). .
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