Desagregación Temporal de Series Económicas
The purpose of this paper is to analyze different disaggregation procedures and to outline the relations between some of them. The final end is to obtain quarterly estimates of the main magnitudes of the Spanish National Accounts, within a project which i
Volume (Year): 20 (1983)
Issue (Month): 59 ()
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- Litterman, Robert B, 1983.
"A Random Walk, Markov Model for the Distribution of Time Series,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 1(2), pages 169-173, April.
- 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 471-476, August.
- 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.
- Robert B. Litterman, 1983. "A random walk, Markov model for the distribution of time series," Staff Report 84, Federal Reserve Bank of Minneapolis.
- 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).
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