Constrained retropolation of high-frequency data using related series; a simple dynamic model approach

zbMath1145.62401MaRDI QIDQ1766997

Tommaso Di Fonzo

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic modeltemporal disaggregationrelated series

Mathematics Subject Classification ID

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

Related Items (2)

Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP ⋮ The Chow-Lin method extended to dynamic models with autocorrelated residuals

This page was built for publication: Constrained retropolation of high-frequency data using related series; a simple dynamic model approach