Missing Observations in the Dynamic Regression Model
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Volume (Year): 52 (1984)
Issue (Month): 6 (November)
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References listed on IDEAS
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.:
- Christian Gourieroux & Alain Monfort, 1981. "On the Problem of Missing Data in Linear Models," Review of Economic Studies, Oxford University Press, vol. 48(4), pages 579-586.
- Zellner, Arnold & Montmarquette, Claude, 1971. "A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 335-342, November.
- Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.
- Palm, F.C. & Nijman, Th., 1981.
"Linear regression using both temporally aggregated and temporally disaggregated data,"
Serie Research Memoranda
0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August.
- Palm, F.C. & Nijman, T.E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Other publications TiSEM dc43de47-0865-4485-8f7c-8, Tilburg University, School of Economics and Management.
- Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June.
- Victor Ginsburgh, 1973.
"A further note on the derivation of quarterly figures consistent with annual data,"
ULB Institutional Repository
2013/1781, ULB -- Universite Libre de Bruxelles.
- GINSBURGH, Victor A., "undated". "A further note on the derivation of quarterly figures consistent with annual data," CORE Discussion Papers RP 161, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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 372-375, November.
- Tom Doan, "undated". "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, "undated". "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components RTS00050, Boston College Department of Economics.
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