Pooling‐Based Data Interpolation and Backdating

DOI10.1111/J.1467-9892.2006.00498.XMaRDI QIDQ5430491zbMATH OpenOpenAlexFDO

Authors Massimiliano Marcellino

Publication date 16 December 2007

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://econpapers.repec.org/RePEc:igi:igierp:299

zbMATH Keywords

Chow-Lin regressionKalman filtersmoothingspline interpolation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Filtering in stochastic control theory (93E11)

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Cites work

• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
• Forecasting Using Principal Components From a Large Number of Predictors
• scientific article; zbMATH DE number 1260578 (Why is no real title available?)
• Inferential Theory for Factor Models of Large Dimensions
• Pooling of forecasts
• Temporal disaggregation by state space methods: Dynamic regression methods revisited

Cited in

(4)

• scientific article; zbMATH DE number 1070333 (Why is no real title available?)
• scientific article; zbMATH DE number 1070336 (Why is no real title available?)
• Interleaving data and effects
• Interpolation and backdating with a large information set

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