A Methodological Note on the Estimation of Time Series
Does a temporal disaggregation of a series, changing the frequency to a higher one while maintaining the sum, average or final value over each period of the levels. This can handle a variety of models both for the noise term and linear, log-linear and multiplicative relationships. It includes Chow-Lin as a special case.
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Volume (Year): 63 (1981)
Issue (Month): 3 (August)
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