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Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante

  • José Manuel Pavía

    (Universidad de Valencia)

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    No abstract is available for this item.

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    File URL: ftp://ftp.fundacionsepi.es/InvEcon/paperArchive/Sep2000/v24i3a9.pdf
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    Article provided by Fundación SEPI in its journal Investigaciones Economicas.

    Volume (Year): 24 (2000)
    Issue (Month): 3 (September)
    Pages: 727-737

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    Handle: RePEc:iec:inveco:v:24:y:2000:i:3:p:727-737
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    1. Robert B. Litterman, 1983. "A random walk, Markov model for the distribution of time series," Staff Report 84, Federal Reserve Bank of Minneapolis.
    2. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August.
    3. 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.
    4. Nijman, T.E. & Palm, F.C., 1984. "Missing observations in the dynamic regression model," Other publications TiSEM 4d689d7c-4d89-4ab6-b8c3-f, Tilburg University, School of Economics and Management.
    5. 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 372-75, November.
    6. 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.
    7. Rossi, Nicola, 1982. "A Note on the Estimation of Disaggregate Time Series When the Aggregate Is Known," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 695-96, November.
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