This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
A Methodological Note on the Estimation of Time Series Author info | Abstract | Publisher info | Download info | Related research | Statistics Fernandez, Roque B
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by MIT Press in its journal Review of Economics & Statistics .
Volume (Year): 63 (1981)
Issue (Month): 3 (August)
Pages: 471-76
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:tpr:restat:v:63:y:1981:i:3:p:471-76Contact details of provider: Web page: http://mitpress.mit.edu/journals/
Order Information: Web: http://mitpress.mit.edu/journal-home.tcl?issn=00346535
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Tommaso Proietti, 2004.
"On the Estimation of Nonlinearly Aggregated Mixed Models ,"
Econometrics
0411012, EconWPA.
[Downloadable!]
Elena Angelini & Jerome Henry & Massimiliano Marcellino, 2003.
"Interpolation and backdating with a large information set ,"
Working Paper Series
252, European Central Bank.
[Downloadable!]
Other versions:
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.
[Downloadable!] (restricted) 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.
[Downloadable!] (restricted) Robert B. Litterman, 1983.
"A random walk, Markov model for the distribution of time series ,"
Staff Report
84, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Viv Hall & John McDermott, 2007.
"A Quarterly Post-World War II Real GDP Series for New Zealand ,"
Working Papers
07_13, Motu Economic and Public Policy Research.
[Downloadable!]
Hakan Kara & Fethi Ogunc, 2005.
"Exchange Rate Pass-Through in Turkey : It is Slow, but is it Really Low? ,"
Working Papers
0510, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Curran, Declan & Funke, Michael, 2006.
"Taking the temperature – forecasting GDP growth for mainland China ,"
BOFIT Discussion Papers
6/2006, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Emanuel Mönch & Harald Uhlig, 2003.
"Towards a Monthly Business Cycle Chronology for the Euro Area ,"
SFB 649 Discussion Papers
SFB649DP2005-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Apr 2005.
[Downloadable!]
Other versions: Christian Müller, 2006.
"Testing Temporal Disaggregation ,"
Working papers
06-134, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Nicolas A. Cuche & Martin K. Hess, 1999.
"Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland ,"
Working Papers
99.02, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
Gonzalo Camba-Mendez & Ana Lamo, 2004.
"Short-term monitoring of fiscal policy discipline ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
[Downloadable!]
Other versions: Campbell Leith & Jim Malley, 2003.
"A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Other versions:
Campbell Leith & Jim Malley, .
"A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries ,"
Working Papers
2003_7, Department of Economics, University of Glasgow.
[Downloadable!] Campbell Leith & Jim Malley, 2007.
"A Sectoral Analysis of Price-Setting Behavior in U.S. Manufacturing Industries ,"
The Review of Economics and Statistics ,
MIT Press, vol. 89(2), pages 335-342, 03.
[Downloadable!] (restricted) Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003.
"La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador ,"
Documentos de trabajo conjunto ULL-ULPGC
2003-01, Facultad de Ciencias Económicas de la ULPGC.
[Downloadable!]
Jonas Fisher, 2004.
"Technology Shocks Matter ,"
Econometric Society 2004 North American Winter Meetings
14, Econometric Society.
[Downloadable!]
Other versions: Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006.
"A Proposal To Obtain A Long Quarterly Chilean Gdp Series ,"
Statistics and Econometrics Working Papers
ws061706, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Other versions: José Manuel Pavía, 2000.
"Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 24(3), pages 727-737, September.
[Downloadable!]
Massimiliano Caporin & Domenico Sartore, 2006.
"Methodological aspects of time series back-calculation ,"
Working Papers
2006_56, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!]
Tommaso Proietti, 2004.
"Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited ,"
Econometrics
0411011, EconWPA.
[Downloadable!]
Other versions: Fatih Ozatay, 1992.
"The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique ,"
Discussion Papers
9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Tilak Abeysinghe & Gulasekaran Rajaguru, 2003.
"Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation ,"
Departmental Working Papers
wp0404, National University of Singapore, Department of Economics.
[Downloadable!]
Other versions: Gema De Cabo Serrano, 1998.
"¿Incorpora la contabilidad nacional trimestral de España información útil de indicadores? ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 22(2), pages 277-291, May.
[Downloadable!]
Luca Pieroni & Giorgio d'Agostino & Marco Lorusso, 2008.
"Can We Declare Military Keynesianism Dead? ,"
Discussion Papers
0804, University of the West of England, School of Economics.
[Downloadable!]
Access and
download statistics Did you know? RePEc stands for Research Papers in Economics.
This page was last updated on 2008-6-21.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .