Temporal and contemporaneous disaggregation of multiple economic time series

DOI10.1007/BF02595880zbMath0938.62131MaRDI QIDQ1969433

Fabio H. Nieto, Victor M. Guerrero

Publication date: 13 June 2000

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Kalman filtermean square errorvector autoregressive modelsdiscrepancy measuredata-based procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (3)

Temporal disaggregation of economic time series: The view from the trenches ⋮ Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP ⋮ Temporal disaggregation and restricted forecasting of multiple population time series

Cites Work

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• Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• Temporal Disaggregation of Time Series: An ARIMA-Based Approach
• Fixed interval estimation in state space models when some of the data are missing or aggregated
• Benchmarking of Economic Time Series

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