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

DOI10.1016/J.ECONLET.2017.05.019zbMATH Open1401.62141OpenAlexW2618978306MaRDI QIDQ1782286FDOQ1782286

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

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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)

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

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