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Time-Scale Transformations of Discrete-Time Processes. (2003). Marcellino, Massimiliano ; Jorda, Oscar.
In: Working Papers.
RePEc:cda:wpaper:65.

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  13. U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2012). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia.
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