Temporal disaggregation of economic time series: The view from the trenches

DOI10.1111/STAN.12150MaRDI QIDQ6147723zbMATH OpenOpenAlexWikidataFDO

Authors Enrique M. Quilis

Publication date 16 January 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/stan.12150

zbMATH Keywords

benchmarkingeconomic time seriesstatistical softwaretemporal disaggregationtime series models

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Applications of statistics (62Pxx)

Cites work

• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
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• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
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• Estimation of common factors under cross-sectional and temporal aggregation constraints
• scientific article; zbMATH DE number 42743 (Why is no real title available?)
• Multivariate temporal disaggregation with cross-sectional constraints
• State-space methods for time series analysis. Theory, applications and software
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
• Temporal and contemporaneous disaggregation of multiple economic time series
• Temporal disaggregation by state space methods: Dynamic regression methods revisited
• Temporal Disaggregation of Time Series: An ARIMA-Based Approach
• The Interpolation of Time Series by Related Series

Cited in

(1)

• Sparse temporal disaggregation

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