Pages that link to "Item:Q5619587"

The following pages link to Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization (Q5619587):

Displaying 34 items.

• Confronting model misspecification in macroeconomics (Q528093) (← links)
• Implicit contracts and the cyclicality of the skill-premium (Q543813) (← links)
• Reconciliation of systems of time series according to a growth rates preservation principle (Q897853) (← links)
• Methods for quarterly disaggregation without indicators; a comparative study using simulation (Q951910) (← links)
• Interpolation and backdating with a large information set (Q959707) (← links)
• A non-parametric iterative smoothing method for benchmarking and temporal distribution (Q961797) (← links)
• Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
• The Chow-Lin method extended to dynamic models with autocorrelated residuals (Q1695692) (← links)
• A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data (Q1914746) (← links)
• Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
• Supply-side policy and economic growth: a case study of the UK (Q2179738) (← links)
• Multivariate temporal disaggregation with cross-sectional constraints (Q3019490) (← links)
• Temporal disaggregation by state space methods: Dynamic regression methods revisited (Q3422389) (← links)
• A Polynomial Method for Temporal Disaggregation of Multivariate Time Series (Q3447122) (← links)
• A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series (Q4231015) (← links)
• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS (Q4721463) (← links)
• Model-based approach for scenario design: stress test severity and banks' resiliency (Q5041674) (← links)
• Bubble detection and sector trading in real time (Q5234289) (← links)
• Model-based small area estimation with no samples within the areas, by benchmarking to marginal cross-sectional and time-series estimates (Q5880024) (← links)
• Multi‐source Statistics: Basic Situations and Methods (Q6064346) (← links)
• S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273) (← links)
• On the sequential benchmarking of subannual series to annual totals (Q6147720) (← links)
• Entropy‐based benchmarking methods (Q6147722) (← links)
• Temporal disaggregation of economic time series: The view from the trenches (Q6147723) (← links)
• Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts (Q6147725) (← links)
• Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP (Q6147726) (← links)
• The statistical reconciliation of time series of accounts between two benchmark revisions (Q6147730) (← links)
• Solving large‐data consistency problems at Statistics Netherlands using macro‐integration techniques (Q6147732) (← links)
• Seasonal adjustment subject to accounting constraints (Q6147733) (← links)
• Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts (Q6147734) (← links)
• Supply chains and fake news: a novel input-output neural network approach for the us food sector (Q6167972) (← links)
• Macro-integration with inequality constraints: an application to the integration of transport and trade statistics (Q6573454) (← links)
• Comparison of benchmarking methods with and without a survey error model (Q6574130) (← links)
• Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (Q6626268) (← links)