Chow-Lin \(\times N\): how adding a panel dimension can improve accuracy

DOI10.1016/J.ECONLET.2017.05.019zbMath1401.62141OpenAlexW2618978306MaRDI QIDQ1782286

Timo Bettendorf, Dirk Bursian

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.05.019

zbMATH Keywords

interpolationpanel datatemporal disaggregationlow frequency time series

Mathematics Subject Classification ID

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

Cites Work

• Temporal disaggregation by state space methods: Dynamic regression methods revisited

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