scientific article; zbMATH DE number 1327257

MaRDI QIDQ4259407zbMATH OpenFDO

Authors Tommaso Proietti

Publication date 14 December 1999

zbMATH Keywords

identificationinterpolationstate space approachseemingly unrelated time series equationsstack representationSUTSE

Mathematics Subject Classification ID

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

Recommendations

• Multivariate approaches for aggregate time series
• A Polynomial Method for Temporal Disaggregation of Multivariate Time Series
• Temporal disaggregation using multivariate structural time series models
• Aggregation and Disaggregation of Structural Time Series Models
• The Chow-Lin method extended to dynamic models with autocorrelated residuals

Cited in

(1)

• Distribution and interpolation using transformed data

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