The Chow-Lin method extended to dynamic models with autocorrelated residuals

DOI10.1515/JTSE-2016-0007MaRDI QIDQ1695692zbMATH OpenOpenAlexFDO

Authors Aurélien Poissonnier

Publication date 7 February 2018

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

Full work available at URL https://doi.org/10.1515/jtse-2016-0007

zbMATH Keywords

interpolationtime seriestemporal disaggregationChow-LinDentonquarterly national accounts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 4054857 (Why is no real title available?)
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
• Constrained retropolation of high-frequency data using related series; a simple dynamic model approach
• MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
• Temporal disaggregation by state space methods: Dynamic regression methods revisited
• The Interpolation of Time Series by Related Series

Cited in

(1)

• Constrained retropolation of high-frequency data using related series; a simple dynamic model approach

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