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Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante

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  • José Manuel Pavía

    (Universidad de Valencia)

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    File URL: ftp://ftp.fundacionsepi.es/InvEcon/paperArchive/Sep2000/v24i3a9.pdf
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    Bibliographic Info

    Article provided by Fundación SEPI in its journal Investigaciones Economicas.

    Volume (Year): 24 (2000)
    Issue (Month): 3 (September)
    Pages: 727-737

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    Handle: RePEc:iec:inveco:v:24:y:2000:i:3:p:727-737

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    Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
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    Web page: http://www.fundacionsepi.es/

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    1. Nijman, T.E. & Palm, F.C., 1984. "Missing observations in the dynamic regression model," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153295, Tilburg University.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Rossi, Nicola, 1982. "A Note on the Estimation of Disaggregate Time Series When the Aggregate Is Known," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 695-96, November.
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