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

DOI10.1515/JTSE-2016-0007zbMATH Open1499.62318OpenAlexW2747446473MaRDI QIDQ1695692FDOQ1695692

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

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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)

Cites Work

• MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
• Title not available (Why is that?)
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
• The Interpolation of Time Series by Related Series
• Constrained retropolation of high-frequency data using related series; a simple dynamic model approach
• Temporal disaggregation by state space methods: Dynamic regression methods revisited

Cited In (1)

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

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