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The Chow-Lin method using dynamic models

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  • Santos Silva, J. M. C.
  • Cardoso, F. N.

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Bibliographic Info

Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 18 (2001)
Issue (Month): 2 (April)
Pages: 269-280

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Handle: RePEc:eee:ecmode:v:18:y:2001:i:2:p:269-280

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Web page: http://www.elsevier.com/locate/inca/30411

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  1. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September.
  2. Tserkezos, Dikaios E., 1991. "A distributed lag model for quarterly disaggregation of the annual personal disposable income of the Greek economy," Economic Modelling, Elsevier, vol. 8(4), pages 528-536, October.
  3. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
  4. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  5. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-73, April.
  6. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  7. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-35, November.
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Cited by:
  1. Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
  2. Luca Pieroni & Giorgio d'Agostino & Marco Lorusso, 2008. "Can We Declare Military Keynesianism Dead?," Working Papers 0804, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  3. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-.
  4. SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, . "Monitoring and forecasting annual public deficit every month: the case of France," CORE Discussion Papers RP -2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, . "Estimations of the natural rate of interest in Colombia," Borradores de Economia 626, Banco de la Republica de Colombia.
  6. Charles F. Mason, 2011. "Why do Firms Hold Oil Stockpiles?," Working Papers 2011.100, Fondazione Eni Enrico Mattei.
  7. Massimiliano Marcellino, 2007. "Pooling-Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 53-71, 01.
  8. Rafael Cavalcanti De Araújo & Cleomar Gomes Da Silva, 2014. "The Neutral Interest Rate And The Stance Of Monetary Policy In Brazil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  9. Yueqing Jia, 2011. "A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach," Working Papers 2011-006, The George Washington University, Department of Economics, Research Program on Forecasting.
  10. Ángel Cuevas & Enrique M. Quilis & Antoni Espasa, 2011. "Combining benchmarking and chain-linking for short-term regional forecasting," Statistics and Econometrics Working Papers ws114130, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. Huang, Yu-Lieh, 2012. "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, vol. 29(2), pages 283-290.
  12. A. Poissonnier, 2013. "Temporal disaggregation of stock variables - The Chow-Lin method extended to dynamic models," Documents de Travail de la DESE - Working Papers of the DESE g2013-03, Institut National de la Statistique et des Etudes Economiques, DESE.
  13. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  14. Idrovo Aguirre, Byron, 2007. "SEIA: Una mirada alternativa de la inversión
    [A new economic indicator]
    ," MPRA Paper 19367, University Library of Munich, Germany, revised 24 Dec 2007.
  15. Fernando Nascimento de Oliveira, 2012. "The External Finance Premium in Brazil: empirical analyses using state space models," Working Papers Series 295, Central Bank of Brazil, Research Department.
  16. D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers 0809, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  17. Gallego López, Nuria & Llano Verduras, Carlos & Perez García, Julian, 2010. "Estimación de los flujos de transporte de mercancías interregionales trimestrales mediante técnicas de interpolación temporal/Estimating Quarterly Interregional Commodity Transport Flows by Means ," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 699 (38 pá, Diciembre.

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