A Methodological Note on the Estimation of Time Series
AbstractDoes a temporal disaggregation of a series, changing the frequency to a higher one while maintaining the sum, average or final value over each period of the levels. This can handle a variety of models both for the noise term and linear, log-linear and multiplicative relationships. It includes Chow-Lin as a special case.
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Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 63 (1981)
Issue (Month): 3 (August)
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Web page: http://mitpress.mit.edu/journals/
Other versions of this item:
- Tom Doan, . "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components RTS00036, Boston College Department of Economics.
- Tom Doan, . "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components RTS00050, Boston College Department of Economics.
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