Chow-Lin N: how adding a panel dimension can improve accuracy

DOI10.1016/J.ECONLET.2017.05.019MaRDI QIDQ1782286zbMATH OpenOpenAlexFDO

Authors Timo Bettendorf, Dirk Bursian

Publication date 20 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.05.019

zbMATH Keywords

interpolationpanel datatemporal disaggregationlow frequency time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 4102437
• Some aspects relating to the accuracy of high-order panel methods
• On accuracy of improved \(\chi^2\)-approximations
• scientific article; zbMATH DE number 3907696
• An improved estimator of dimension and some comments on providing confidence intervals
• The effects of cross-section dimension n in panel co-integration test
• Improvement of some multidimensional estimates by reduction of dimensionality
• An improved modified cholesky decomposition approach for precision matrix estimation

Cites work

• Temporal disaggregation by state space methods: Dynamic regression methods revisited

Cited in

(1)

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

This page was built for publication: Chow-Lin \(\times N\): how adding a panel dimension can improve accuracy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1782286)