The construction and use of approximations for missing quarterly observations: A model-based approach
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-153292.
Date of creation: 1985
Date of revision:
Publication status: Published in Journal of Business and Economic Statistics (1985) v.4, p.47-58
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Web page: http://www.tilburguniversity.edu/
Other versions of this item:
- Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.
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- José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September.
- Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2004.
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- Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2003. "Interpolation and backdating with a large information set," Working Paper Series 0252, European Central Bank.
- 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.
- Massimiliano Marcellino, 2007.
"Pooling-Based Data Interpolation and Backdating,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(1), pages 53-71, 01.
- Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano, 2005. "Pooling-based data interpolation and backdating," CEPR Discussion Papers 5295, C.E.P.R. Discussion Papers.
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