The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 4 (1986)
Issue (Month): 1 (January)
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Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
Other versions of this item:
- Nijman, T.E. & Palm, F.C., 1986. "The construction and use of approximations for missing quarterly observations: a model-based approach," Open Access publications from Maastricht University urn:nbn:nl:ui:27-6000, Maastricht University.
- Nijman, T.E. & Palm, F.C., 1985. "The construction and use of approximations for missing quarterly observations: A model-based approach," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153292, Tilburg University.
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- Massimiliano Marcellino, 2007.
"Pooling-Based Data Interpolation and Backdating,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(1), pages 53-71, 01.
- Marcellino, Massimiliano, 2005. "Pooling-based data interpolation and backdating," CEPR Discussion Papers 5295, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2003.
"Interpolation and backdating with a large information set,"
Working Paper Series
0252, European Central Bank.
- Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano, 2006. "Interpolation and backdating with a large information set," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2693-2724, December.
- Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2004. "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers 4533, C.E.P.R. Discussion Papers.
- V. Guerrero & J. Martínez, 1995. "A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(2), pages 359-376, December.
- José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September.
- Brunhes-Lesage, V. & Darné, O., 2008. "Why calculate a business sentiment indicator for services?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 21-30, Autumn.
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