denton computes the proportional Denton method of interpolation of an annual flow time series by use of an associated "indicator series", imposing the constraints that the interpolated series obeys the annual totals. The method is recommended in IMF publications as "relatively simple, robust, and well-suited for large-scale applications." It may be particularly useful in cases where, due to sizable statistical discrepancy, quarterly series do not integrate to annual totals. The indicator series only contribute their pattern to the interpolation; thus it is quite feasible to use both quarterly and annual flow series expressed at an annual rate. The interpolated series will be at a quarterly rate. Although the procedure is usually applied to flow series (such as GDP), it may be applied to stock series if they are differenced and then integrated via generate..sum(), after adding their initial value. This version of the package also contains dentonmq, a routine to perform the same task for monthly interpolation of a quarterly series. The programs may be applied to a single time series within a panel.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S422501.
Size: Programming language: Stata Requires: Stata version 7.0 Date of creation: 11 Nov 2001 Date of revision:
15 Jul 2008 Handle: RePEc:boc:bocode:s422501
Note: This module may be installed from within Stata by typing "ssc install denton". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC
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