Regression using mixed annual and quarterly data

DOI10.1016/0304-4076(77)90026-4zbMath0367.62081OpenAlexW2089543085MaRDI QIDQ1242418

Christopher L. Gilbert

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90026-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

On BLU-estimation with data of different periodicity

Cites Work

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• The use of incomplete observations in multiple regression analysis. A generalized least squares approach
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Econometric Estimators and the Edgeworth Approximation
• Missing Data in an Autoregressive Model
• On the inverse of the covariance matrix of a first order moving average
• Missing Data in Econometric Estimation
• The Interpolation of Time Series by Related Series

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